95 lines
2.2 KiB
C
95 lines
2.2 KiB
C
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/* -- translated by f2c (version 19940927).
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You must link the resulting object file with the libraries:
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-lf2c -lm (in that order)
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*/
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#include "f2c.h"
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doublereal dlarnd_(integer *idist, integer *iseed)
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{
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/* System generated locals */
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doublereal ret_val;
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/* Builtin functions */
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double log(doublereal), sqrt(doublereal), cos(doublereal);
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/* Local variables */
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static doublereal t1, t2;
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extern doublereal dlaran_(integer *);
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/* -- LAPACK auxiliary routine (version 2.0) --
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Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
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Courant Institute, Argonne National Lab, and Rice University
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September 30, 1994
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Purpose
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=======
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DLARND returns a random real number from a uniform or normal
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distribution.
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Arguments
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=========
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IDIST (input) INTEGER
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Specifies the distribution of the random numbers:
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= 1: uniform (0,1)
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= 2: uniform (-1,1)
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= 3: normal (0,1)
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ISEED (input/output) INTEGER array, dimension (4)
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On entry, the seed of the random number generator; the array
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elements must be between 0 and 4095, and ISEED(4) must be
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odd.
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On exit, the seed is updated.
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Further Details
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===============
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This routine calls the auxiliary routine DLARAN to generate a random
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real number from a uniform (0,1) distribution. The Box-Muller method
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is used to transform numbers from a uniform to a normal distribution.
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=====================================================================
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Generate a real random number from a uniform (0,1) distribution
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Parameter adjustments */
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--iseed;
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/* Function Body */
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t1 = dlaran_(&iseed[1]);
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if (*idist == 1) {
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/* uniform (0,1) */
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ret_val = t1;
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} else if (*idist == 2) {
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/* uniform (-1,1) */
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ret_val = t1 * 2. - 1.;
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} else if (*idist == 3) {
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/* normal (0,1) */
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t2 = dlaran_(&iseed[1]);
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ret_val = sqrt(log(t1) * -2.) * cos(t2 *
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6.2831853071795864769252867663);
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}
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return ret_val;
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/* End of DLARND */
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} /* dlarnd_ */
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