127 lines
3.1 KiB
C
127 lines
3.1 KiB
C
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#include "f2c.h"
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/* Subroutine */ int dlarnv_(integer *idist, integer *iseed, integer *n,
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doublereal *x)
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{
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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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DLARNV returns a vector of n random real numbers from a uniform or
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normal 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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N (input) INTEGER
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The number of random numbers to be generated.
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X (output) DOUBLE PRECISION array, dimension (N)
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The generated random numbers.
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Further Details
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===============
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This routine calls the auxiliary routine DLARUV to generate random
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real numbers from a uniform (0,1) distribution, in batches of up to
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128 using vectorisable code. The Box-Muller method is used to
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transform numbers from a uniform to a normal distribution.
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=====================================================================
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Parameter adjustments
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Function Body */
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/* System generated locals */
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integer i__1, i__2, i__3;
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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 integer i;
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static doublereal u[128];
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static integer il, iv;
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extern /* Subroutine */ int dlaruv_(integer *, integer *, doublereal *);
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static integer il2;
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#define U(I) u[(I)]
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#define X(I) x[(I)-1]
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#define ISEED(I) iseed[(I)-1]
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i__1 = *n;
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for (iv = 1; iv <= *n; iv += 64) {
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/* Computing MIN */
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i__2 = 64, i__3 = *n - iv + 1;
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il = min(i__2,i__3);
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if (*idist == 3) {
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il2 = il << 1;
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} else {
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il2 = il;
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}
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/* Call DLARUV to generate IL2 numbers from a uniform (0,1)
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distribution (IL2 <= LV) */
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dlaruv_(&ISEED(1), &il2, u);
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if (*idist == 1) {
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/* Copy generated numbers */
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i__2 = il;
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for (i = 1; i <= il; ++i) {
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X(iv + i - 1) = U(i - 1);
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/* L10: */
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}
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} else if (*idist == 2) {
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/* Convert generated numbers to uniform (-1,1) distribut
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ion */
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i__2 = il;
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for (i = 1; i <= il; ++i) {
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X(iv + i - 1) = U(i - 1) * 2. - 1.;
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/* L20: */
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}
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} else if (*idist == 3) {
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/* Convert generated numbers to normal (0,1) distributio
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n */
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i__2 = il;
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for (i = 1; i <= il; ++i) {
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X(iv + i - 1) = sqrt(log(U((i << 1) - 2)) * -2.) * cos(U((i <<
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1) - 1) * 6.2831853071795864769252867663);
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/* L30: */
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}
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}
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/* L40: */
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}
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return 0;
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/* End of DLARNV */
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} /* dlarnv_ */
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