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#include "f2c.h"
/* Subroutine */ int dlarnv_(integer *idist, integer *iseed, integer *n,
doublereal *x)
{
/* -- LAPACK auxiliary routine (version 2.0) --
Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
Courant Institute, Argonne National Lab, and Rice University
September 30, 1994
Purpose
=======
DLARNV 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) DOUBLE PRECISION array, dimension (N)
The generated random numbers.
Further Details
===============
This routine calls the auxiliary routine DLARUV 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.
=====================================================================
Parameter adjustments
Function Body */
/* System generated locals */
integer i__1, i__2, i__3;
/* Builtin functions */
double log(doublereal), sqrt(doublereal), cos(doublereal);
/* Local variables */
static integer i;
static doublereal u[128];
static integer il, iv;
extern /* Subroutine */ int dlaruv_(integer *, integer *, doublereal *);
static integer il2;
#define U(I) u[(I)]
#define X(I) x[(I)-1]
#define ISEED(I) iseed[(I)-1]
i__1 = *n;
for (iv = 1; iv <= *n; iv += 64) {
/* Computing MIN */
i__2 = 64, i__3 = *n - iv + 1;
il = min(i__2,i__3);
if (*idist == 3) {
il2 = il << 1;
} else {
il2 = il;
}
/* Call DLARUV to generate IL2 numbers from a uniform (0,1)
distribution (IL2 <= LV) */
dlaruv_(&ISEED(1), &il2, u);
if (*idist == 1) {
/* Copy generated numbers */
i__2 = il;
for (i = 1; i <= il; ++i) {
X(iv + i - 1) = U(i - 1);
/* L10: */
}
} else if (*idist == 2) {
/* Convert generated numbers to uniform (-1,1) distribut
ion */
i__2 = il;
for (i = 1; i <= il; ++i) {
X(iv + i - 1) = U(i - 1) * 2. - 1.;
/* L20: */
}
} else if (*idist == 3) {
/* Convert generated numbers to normal (0,1) distributio
n */
i__2 = il;
for (i = 1; i <= il; ++i) {
X(iv + i - 1) = sqrt(log(U((i << 1) - 2)) * -2.) * cos(U((i <<
1) - 1) * 6.2831853071795864769252867663);
/* L30: */
}
}
/* L40: */
}
return 0;
/* End of DLARNV */
} /* dlarnv_ */
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