NAME
DLARNV - returns a vector of n random real numbers from a uniform or normal distribution
SYNOPSIS
- SUBROUTINE DLARNV(
-
IDIST, ISEED, N, X )
- INTEGER
-
IDIST, N
- INTEGER
-
ISEED( 4 )
- DOUBLE
-
PRECISION X( * )
PURPOSE
DLARNV 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) DOUBLE PRECISION array, dimension (N)
-
The generated random numbers.
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.