NAME¶

DLARUV - returns a vector of n random real numbers from a uniform (0,1)

SYNOPSIS¶

SUBROUTINE DLARUV(

ISEED, N, X )

INTEGER N INTEGER ISEED( 4 ) DOUBLE PRECISION X( N )

PURPOSE¶

DLARUV returns a vector of n random real numbers from a uniform (0,1) distribution (n <= 128).
This is an auxiliary routine called by DLARNV and ZLARNV.

ARGUMENTS¶

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. N <= 128.

X (output) DOUBLE PRECISION array, dimension (N)

The generated random numbers.

FURTHER DETAILS¶

This routine uses a multiplicative congruential method with modulus 2**48 and multiplier 33952834046453 (see G.S.Fishman,
'Multiplicative congruential random number generators with modulus 2**b: an exhaustive analysis for b = 32 and a partial analysis for b = 48', Math. Comp. 189, pp 331-344, 1990).
48-bit integers are stored in 4 integer array elements with 12 bits per element. Hence the routine is portable across machines with integers of 32 bits or more.