LAPACK 3.12.0
LAPACK: Linear Algebra PACKage
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◆ dlarnv()

subroutine dlarnv ( integer idist,
integer, dimension( 4 ) iseed,
integer n,
double precision, dimension( * ) x )

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

Download DLARNV + dependencies [TGZ] [ZIP] [TXT]

Purpose:
!>
!> DLARNV returns a vector of n random real numbers from a uniform or
!> normal distribution.
!> 
Parameters
[in]IDIST
!>          IDIST is INTEGER
!>          Specifies the distribution of the random numbers:
!>          = 1:  uniform (0,1)
!>          = 2:  uniform (-1,1)
!>          = 3:  normal (0,1)
!> 
[in,out]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.
!> 
[in]N
!>          N is INTEGER
!>          The number of random numbers to be generated.
!> 
[out]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.
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.
!>