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dlarnv.f(3) LAPACK dlarnv.f(3)

NAME

dlarnv.f -

SYNOPSIS

Functions/Subroutines


subroutine dlarnv (IDIST, ISEED, N, X)
DLARNV returns a vector of random numbers from a uniform or normal distribution.

Function/Subroutine Documentation

subroutine dlarnv (integerIDIST, integer, dimension( 4 )ISEED, integerN, double precision, dimension( * )X)

DLARNV returns a vector of random numbers from a uniform or normal distribution.

Purpose:


DLARNV returns a vector of n random real numbers from a uniform or
normal distribution.

Parameters:

IDIST


IDIST is INTEGER
Specifies the distribution of the random numbers:
= 1: uniform (0,1)
= 2: uniform (-1,1)
= 3: normal (0,1)

ISEED


ISEED is 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


N is INTEGER
The number of random numbers to be generated.

X


X is DOUBLE PRECISION array, dimension (N)
The generated random numbers.

Author:

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Date:

September 2012

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.

Definition at line 98 of file dlarnv.f.

Author

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Tue Sep 25 2012 Version 3.4.2