CLARNV - return a vector of n random complex numbers from
a uniform or normal distribution
SYNOPSIS
SUBROUTINE CLARNV( IDIST, ISEED, N, X )
INTEGER IDIST, N
INTEGER ISEED( 4 )
COMPLEX X( * )
PURPOSE
CLARNV returns a vector of n random complex numbers from a
uniform or normal distribution.
ARGUMENTS
IDIST (input) INTEGER
Specifies the distribution of the random numbers:
= 1: real and imaginary parts each uniform (0,1)
= 2: real and imaginary parts each uniform (-1,1)
= 3: real and imaginary parts each normal (0,1)
= 4: uniformly distributed on the disc abs(z) < 1
= 5: uniformly distributed on the circle abs(z) =
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) COMPLEX array, dimension (N)
The generated random numbers.
FURTHER DETAILS
This routine calls the auxiliary routine SLARUV to gener
ate 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.
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