173 lines
4.6 KiB
C
173 lines
4.6 KiB
C
#include "f2c.h"
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/* Subroutine */ int zlarnv_(integer *idist, integer *iseed, integer *n,
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doublecomplex *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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ZLARNV returns a vector of n random complex 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: real and imaginary parts each uniform (0,1)
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= 2: real and imaginary parts each uniform (-1,1)
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= 3: real and imaginary parts each normal (0,1)
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= 4: uniformly distributed on the disc abs(z) < 1
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= 5: uniformly distributed on the circle abs(z) = 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) COMPLEX*16 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, i__4, i__5;
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doublereal d__1, d__2;
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doublecomplex z__1, z__2, z__3;
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/* Builtin functions */
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double log(doublereal), sqrt(doublereal);
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void z_exp(doublecomplex *, doublecomplex *);
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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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#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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/* Call DLARUV to generate 2*IL real numbers from a uniform (0,
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1)
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distribution (2*IL <= LV) */
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i__2 = il << 1;
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dlaruv_(&ISEED(1), &i__2, 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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i__3 = iv + i - 1;
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i__4 = (i << 1) - 2;
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i__5 = (i << 1) - 1;
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z__1.r = U((i<<1)-2), z__1.i = U((i<<1)-1);
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X(iv+i-1).r = z__1.r, X(iv+i-1).i = z__1.i;
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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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i__3 = iv + i - 1;
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d__1 = U((i << 1) - 2) * 2. - 1.;
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d__2 = U((i << 1) - 1) * 2. - 1.;
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z__1.r = d__1, z__1.i = d__2;
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X(iv+i-1).r = z__1.r, X(iv+i-1).i = z__1.i;
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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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i__3 = iv + i - 1;
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d__1 = sqrt(log(U((i << 1) - 2)) * -2.);
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d__2 = U((i << 1) - 1) * 6.2831853071795864769252867663;
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z__3.r = 0., z__3.i = d__2;
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z_exp(&z__2, &z__3);
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z__1.r = d__1 * z__2.r, z__1.i = d__1 * z__2.i;
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X(iv+i-1).r = z__1.r, X(iv+i-1).i = z__1.i;
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/* L30: */
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}
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} else if (*idist == 4) {
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/* Convert generated numbers to complex numbers uniforml
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y
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distributed on the unit disk */
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i__2 = il;
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for (i = 1; i <= il; ++i) {
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i__3 = iv + i - 1;
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d__1 = sqrt(U((i << 1) - 2));
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d__2 = U((i << 1) - 1) * 6.2831853071795864769252867663;
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z__3.r = 0., z__3.i = d__2;
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z_exp(&z__2, &z__3);
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z__1.r = d__1 * z__2.r, z__1.i = d__1 * z__2.i;
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X(iv+i-1).r = z__1.r, X(iv+i-1).i = z__1.i;
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/* L40: */
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}
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} else if (*idist == 5) {
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/* Convert generated numbers to complex numbers uniforml
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y
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distributed on the unit circle */
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i__2 = il;
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for (i = 1; i <= il; ++i) {
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i__3 = iv + i - 1;
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d__1 = U((i << 1) - 1) * 6.2831853071795864769252867663;
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z__2.r = 0., z__2.i = d__1;
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z_exp(&z__1, &z__2);
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X(iv+i-1).r = z__1.r, X(iv+i-1).i = z__1.i;
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/* L50: */
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}
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}
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/* L60: */
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}
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return 0;
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/* End of ZLARNV */
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} /* zlarnv_ */
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