DLARNV - return 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 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.
Man(1) output converted with
man2html