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CLARNV(1) LAPACK auxiliary routine (version 3.2) CLARNV(1)

NAME

CLARNV - returns a vector of n random complex numbers from a uniform or normal distribution

SYNOPSIS

IDIST, ISEED, N, X )

INTEGER IDIST, N INTEGER ISEED( 4 ) COMPLEX X( * )

PURPOSE

CLARNV returns a vector of n random complex numbers from a uniform or normal distribution.

ARGUMENTS

Specifies the distribution of the random numbers:
= 1: real and imaginary parts each uniform (0,1)
= 2: real and imaginary parts each uniform (-1,1)
= 3: real and imaginary parts each normal (0,1)
= 4: uniformly distributed on the disc abs(z) < 1
= 5: uniformly distributed on the circle abs(z) = 1
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.
The number of random numbers to be generated.
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.

November 2008 LAPACK auxiliary routine (version 3.2)