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SUBROUTINE SLARNV( IDIST, ISEED, N, X )
*
* -- LAPACK auxiliary routine (version 3.0) --
* Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
* Courant Institute, Argonne National Lab, and Rice University
* September 30, 1994
*
* .. Scalar Arguments ..
INTEGER IDIST, N
* ..
* .. Array Arguments ..
INTEGER ISEED( 4 )
REAL X( * )
* ..
*
* Purpose
* =======
*
* SLARNV returns a vector of n random real numbers from a uniform or
* normal distribution.
*
* Arguments
* =========
*
* IDIST (input) INTEGER
* Specifies the distribution of the random numbers:
* = 1: uniform (0,1)
* = 2: uniform (-1,1)
* = 3: normal (0,1)
*
* ISEED (input/output) INTEGER array, dimension (4)
* On entry, the seed of the random number generator; the array
* elements must be between 0 and 4095, and ISEED(4) must be
* odd.
* On exit, the seed is updated.
*
* N (input) INTEGER
* The number of random numbers to be generated.
*
* X (output) REAL array, dimension (N)
* The generated random numbers.
*
* Further Details
* ===============
*
* This routine calls the auxiliary routine SLARUV to generate random
* real numbers from a uniform (0,1) distribution, in batches of up to
* 128 using vectorisable code. The Box-Muller method is used to
* transform numbers from a uniform to a normal distribution.
*
* =====================================================================
*
* .. Parameters ..
REAL ONE, TWO
PARAMETER ( ONE = 1.0E+0, TWO = 2.0E+0 )
INTEGER LV
PARAMETER ( LV = 128 )
REAL TWOPI
PARAMETER ( TWOPI = 6.2831853071795864769252867663E+0 )
* ..
* .. Local Scalars ..
INTEGER I, IL, IL2, IV
* ..
* .. Local Arrays ..
REAL U( LV )
* ..
* .. Intrinsic Functions ..
INTRINSIC COS, LOG, MIN, SQRT
* ..
* .. External Subroutines ..
EXTERNAL SLARUV
* ..
* .. Executable Statements ..
*
DO 40 IV = 1, N, LV / 2
IL = MIN( LV / 2, N-IV+1 )
IF( IDIST.EQ.3 ) THEN
IL2 = 2*IL
ELSE
IL2 = IL
END IF
*
* Call SLARUV to generate IL2 numbers from a uniform (0,1)
* distribution (IL2 <= LV)
*
CALL SLARUV( ISEED, IL2, U )
*
IF( IDIST.EQ.1 ) THEN
*
* Copy generated numbers
*
DO 10 I = 1, IL
X( IV+I-1 ) = U( I )
10 CONTINUE
ELSE IF( IDIST.EQ.2 ) THEN
*
* Convert generated numbers to uniform (-1,1) distribution
*
DO 20 I = 1, IL
X( IV+I-1 ) = TWO*U( I ) - ONE
20 CONTINUE
ELSE IF( IDIST.EQ.3 ) THEN
*
* Convert generated numbers to normal (0,1) distribution
*
DO 30 I = 1, IL
X( IV+I-1 ) = SQRT( -TWO*LOG( U( 2*I-1 ) ) )*
$ COS( TWOPI*U( 2*I ) )
30 CONTINUE
END IF
40 CONTINUE
RETURN
*
* End of SLARNV
*
END
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