table of contents
SLARNV(1) | LAPACK auxiliary routine (version 3.2) | SLARNV(1) |
NAME¶
SLARNV - returns a vector of n random real numbers from a uniform or normal distribution
SYNOPSIS¶
- SUBROUTINE SLARNV(
- IDIST, ISEED, N, X )
INTEGER IDIST, N 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.
November 2008 | LAPACK auxiliary routine (version 3.2) |