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- *> \brief \b SLARUV returns a vector of n random real numbers from a uniform distribution.
- *
- * =========== DOCUMENTATION ===========
- *
- * Online html documentation available at
- * http://www.netlib.org/lapack/explore-html/
- *
- *> \htmlonly
- *> Download SLARUV + dependencies
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- *> [TGZ]</a>
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- *> [ZIP]</a>
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/slaruv.f">
- *> [TXT]</a>
- *> \endhtmlonly
- *
- * Definition:
- * ===========
- *
- * SUBROUTINE SLARUV( ISEED, N, X )
- *
- * .. Scalar Arguments ..
- * INTEGER N
- * ..
- * .. Array Arguments ..
- * INTEGER ISEED( 4 )
- * REAL X( N )
- * ..
- *
- *
- *> \par Purpose:
- * =============
- *>
- *> \verbatim
- *>
- *> SLARUV returns a vector of n random real numbers from a uniform (0,1)
- *> distribution (n <= 128).
- *>
- *> This is an auxiliary routine called by SLARNV and CLARNV.
- *> \endverbatim
- *
- * Arguments:
- * ==========
- *
- *> \param[in,out] ISEED
- *> \verbatim
- *> ISEED is 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.
- *> \endverbatim
- *>
- *> \param[in] N
- *> \verbatim
- *> N is INTEGER
- *> The number of random numbers to be generated. N <= 128.
- *> \endverbatim
- *>
- *> \param[out] X
- *> \verbatim
- *> X is REAL array, dimension (N)
- *> The generated random numbers.
- *> \endverbatim
- *
- * Authors:
- * ========
- *
- *> \author Univ. of Tennessee
- *> \author Univ. of California Berkeley
- *> \author Univ. of Colorado Denver
- *> \author NAG Ltd.
- *
- *> \date December 2016
- *
- *> \ingroup OTHERauxiliary
- *
- *> \par Further Details:
- * =====================
- *>
- *> \verbatim
- *>
- *> This routine uses a multiplicative congruential method with modulus
- *> 2**48 and multiplier 33952834046453 (see G.S.Fishman,
- *> 'Multiplicative congruential random number generators with modulus
- *> 2**b: an exhaustive analysis for b = 32 and a partial analysis for
- *> b = 48', Math. Comp. 189, pp 331-344, 1990).
- *>
- *> 48-bit integers are stored in 4 integer array elements with 12 bits
- *> per element. Hence the routine is portable across machines with
- *> integers of 32 bits or more.
- *> \endverbatim
- *>
- * =====================================================================
- SUBROUTINE SLARUV( ISEED, N, X )
- *
- * -- LAPACK auxiliary routine (version 3.7.0) --
- * -- LAPACK is a software package provided by Univ. of Tennessee, --
- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
- * December 2016
- *
- * .. Scalar Arguments ..
- INTEGER N
- * ..
- * .. Array Arguments ..
- INTEGER ISEED( 4 )
- REAL X( N )
- * ..
- *
- * =====================================================================
- *
- * .. Parameters ..
- REAL ONE
- PARAMETER ( ONE = 1.0E0 )
- INTEGER LV, IPW2
- REAL R
- PARAMETER ( LV = 128, IPW2 = 4096, R = ONE / IPW2 )
- * ..
- * .. Local Scalars ..
- INTEGER I, I1, I2, I3, I4, IT1, IT2, IT3, IT4, J
- * ..
- * .. Local Arrays ..
- INTEGER MM( LV, 4 )
- * ..
- * .. Intrinsic Functions ..
- INTRINSIC MIN, MOD, REAL
- * ..
- * .. Data statements ..
- DATA ( MM( 1, J ), J = 1, 4 ) / 494, 322, 2508,
- $ 2549 /
- DATA ( MM( 2, J ), J = 1, 4 ) / 2637, 789, 3754,
- $ 1145 /
- DATA ( MM( 3, J ), J = 1, 4 ) / 255, 1440, 1766,
- $ 2253 /
- DATA ( MM( 4, J ), J = 1, 4 ) / 2008, 752, 3572,
- $ 305 /
- DATA ( MM( 5, J ), J = 1, 4 ) / 1253, 2859, 2893,
- $ 3301 /
- DATA ( MM( 6, J ), J = 1, 4 ) / 3344, 123, 307,
- $ 1065 /
- DATA ( MM( 7, J ), J = 1, 4 ) / 4084, 1848, 1297,
- $ 3133 /
- DATA ( MM( 8, J ), J = 1, 4 ) / 1739, 643, 3966,
- $ 2913 /
- DATA ( MM( 9, J ), J = 1, 4 ) / 3143, 2405, 758,
- $ 3285 /
- DATA ( MM( 10, J ), J = 1, 4 ) / 3468, 2638, 2598,
- $ 1241 /
- DATA ( MM( 11, J ), J = 1, 4 ) / 688, 2344, 3406,
- $ 1197 /
- DATA ( MM( 12, J ), J = 1, 4 ) / 1657, 46, 2922,
- $ 3729 /
- DATA ( MM( 13, J ), J = 1, 4 ) / 1238, 3814, 1038,
- $ 2501 /
- DATA ( MM( 14, J ), J = 1, 4 ) / 3166, 913, 2934,
- $ 1673 /
- DATA ( MM( 15, J ), J = 1, 4 ) / 1292, 3649, 2091,
- $ 541 /
- DATA ( MM( 16, J ), J = 1, 4 ) / 3422, 339, 2451,
- $ 2753 /
- DATA ( MM( 17, J ), J = 1, 4 ) / 1270, 3808, 1580,
- $ 949 /
- DATA ( MM( 18, J ), J = 1, 4 ) / 2016, 822, 1958,
- $ 2361 /
- DATA ( MM( 19, J ), J = 1, 4 ) / 154, 2832, 2055,
- $ 1165 /
- DATA ( MM( 20, J ), J = 1, 4 ) / 2862, 3078, 1507,
- $ 4081 /
- DATA ( MM( 21, J ), J = 1, 4 ) / 697, 3633, 1078,
- $ 2725 /
- DATA ( MM( 22, J ), J = 1, 4 ) / 1706, 2970, 3273,
- $ 3305 /
- DATA ( MM( 23, J ), J = 1, 4 ) / 491, 637, 17,
- $ 3069 /
- DATA ( MM( 24, J ), J = 1, 4 ) / 931, 2249, 854,
- $ 3617 /
- DATA ( MM( 25, J ), J = 1, 4 ) / 1444, 2081, 2916,
- $ 3733 /
- DATA ( MM( 26, J ), J = 1, 4 ) / 444, 4019, 3971,
- $ 409 /
- DATA ( MM( 27, J ), J = 1, 4 ) / 3577, 1478, 2889,
- $ 2157 /
- DATA ( MM( 28, J ), J = 1, 4 ) / 3944, 242, 3831,
- $ 1361 /
- DATA ( MM( 29, J ), J = 1, 4 ) / 2184, 481, 2621,
- $ 3973 /
- DATA ( MM( 30, J ), J = 1, 4 ) / 1661, 2075, 1541,
- $ 1865 /
- DATA ( MM( 31, J ), J = 1, 4 ) / 3482, 4058, 893,
- $ 2525 /
- DATA ( MM( 32, J ), J = 1, 4 ) / 657, 622, 736,
- $ 1409 /
- DATA ( MM( 33, J ), J = 1, 4 ) / 3023, 3376, 3992,
- $ 3445 /
- DATA ( MM( 34, J ), J = 1, 4 ) / 3618, 812, 787,
- $ 3577 /
- DATA ( MM( 35, J ), J = 1, 4 ) / 1267, 234, 2125,
- $ 77 /
- DATA ( MM( 36, J ), J = 1, 4 ) / 1828, 641, 2364,
- $ 3761 /
- DATA ( MM( 37, J ), J = 1, 4 ) / 164, 4005, 2460,
- $ 2149 /
- DATA ( MM( 38, J ), J = 1, 4 ) / 3798, 1122, 257,
- $ 1449 /
- DATA ( MM( 39, J ), J = 1, 4 ) / 3087, 3135, 1574,
- $ 3005 /
- DATA ( MM( 40, J ), J = 1, 4 ) / 2400, 2640, 3912,
- $ 225 /
- DATA ( MM( 41, J ), J = 1, 4 ) / 2870, 2302, 1216,
- $ 85 /
- DATA ( MM( 42, J ), J = 1, 4 ) / 3876, 40, 3248,
- $ 3673 /
- DATA ( MM( 43, J ), J = 1, 4 ) / 1905, 1832, 3401,
- $ 3117 /
- DATA ( MM( 44, J ), J = 1, 4 ) / 1593, 2247, 2124,
- $ 3089 /
- DATA ( MM( 45, J ), J = 1, 4 ) / 1797, 2034, 2762,
- $ 1349 /
- DATA ( MM( 46, J ), J = 1, 4 ) / 1234, 2637, 149,
- $ 2057 /
- DATA ( MM( 47, J ), J = 1, 4 ) / 3460, 1287, 2245,
- $ 413 /
- DATA ( MM( 48, J ), J = 1, 4 ) / 328, 1691, 166,
- $ 65 /
- DATA ( MM( 49, J ), J = 1, 4 ) / 2861, 496, 466,
- $ 1845 /
- DATA ( MM( 50, J ), J = 1, 4 ) / 1950, 1597, 4018,
- $ 697 /
- DATA ( MM( 51, J ), J = 1, 4 ) / 617, 2394, 1399,
- $ 3085 /
- DATA ( MM( 52, J ), J = 1, 4 ) / 2070, 2584, 190,
- $ 3441 /
- DATA ( MM( 53, J ), J = 1, 4 ) / 3331, 1843, 2879,
- $ 1573 /
- DATA ( MM( 54, J ), J = 1, 4 ) / 769, 336, 153,
- $ 3689 /
- DATA ( MM( 55, J ), J = 1, 4 ) / 1558, 1472, 2320,
- $ 2941 /
- DATA ( MM( 56, J ), J = 1, 4 ) / 2412, 2407, 18,
- $ 929 /
- DATA ( MM( 57, J ), J = 1, 4 ) / 2800, 433, 712,
- $ 533 /
- DATA ( MM( 58, J ), J = 1, 4 ) / 189, 2096, 2159,
- $ 2841 /
- DATA ( MM( 59, J ), J = 1, 4 ) / 287, 1761, 2318,
- $ 4077 /
- DATA ( MM( 60, J ), J = 1, 4 ) / 2045, 2810, 2091,
- $ 721 /
- DATA ( MM( 61, J ), J = 1, 4 ) / 1227, 566, 3443,
- $ 2821 /
- DATA ( MM( 62, J ), J = 1, 4 ) / 2838, 442, 1510,
- $ 2249 /
- DATA ( MM( 63, J ), J = 1, 4 ) / 209, 41, 449,
- $ 2397 /
- DATA ( MM( 64, J ), J = 1, 4 ) / 2770, 1238, 1956,
- $ 2817 /
- DATA ( MM( 65, J ), J = 1, 4 ) / 3654, 1086, 2201,
- $ 245 /
- DATA ( MM( 66, J ), J = 1, 4 ) / 3993, 603, 3137,
- $ 1913 /
- DATA ( MM( 67, J ), J = 1, 4 ) / 192, 840, 3399,
- $ 1997 /
- DATA ( MM( 68, J ), J = 1, 4 ) / 2253, 3168, 1321,
- $ 3121 /
- DATA ( MM( 69, J ), J = 1, 4 ) / 3491, 1499, 2271,
- $ 997 /
- DATA ( MM( 70, J ), J = 1, 4 ) / 2889, 1084, 3667,
- $ 1833 /
- DATA ( MM( 71, J ), J = 1, 4 ) / 2857, 3438, 2703,
- $ 2877 /
- DATA ( MM( 72, J ), J = 1, 4 ) / 2094, 2408, 629,
- $ 1633 /
- DATA ( MM( 73, J ), J = 1, 4 ) / 1818, 1589, 2365,
- $ 981 /
- DATA ( MM( 74, J ), J = 1, 4 ) / 688, 2391, 2431,
- $ 2009 /
- DATA ( MM( 75, J ), J = 1, 4 ) / 1407, 288, 1113,
- $ 941 /
- DATA ( MM( 76, J ), J = 1, 4 ) / 634, 26, 3922,
- $ 2449 /
- DATA ( MM( 77, J ), J = 1, 4 ) / 3231, 512, 2554,
- $ 197 /
- DATA ( MM( 78, J ), J = 1, 4 ) / 815, 1456, 184,
- $ 2441 /
- DATA ( MM( 79, J ), J = 1, 4 ) / 3524, 171, 2099,
- $ 285 /
- DATA ( MM( 80, J ), J = 1, 4 ) / 1914, 1677, 3228,
- $ 1473 /
- DATA ( MM( 81, J ), J = 1, 4 ) / 516, 2657, 4012,
- $ 2741 /
- DATA ( MM( 82, J ), J = 1, 4 ) / 164, 2270, 1921,
- $ 3129 /
- DATA ( MM( 83, J ), J = 1, 4 ) / 303, 2587, 3452,
- $ 909 /
- DATA ( MM( 84, J ), J = 1, 4 ) / 2144, 2961, 3901,
- $ 2801 /
- DATA ( MM( 85, J ), J = 1, 4 ) / 3480, 1970, 572,
- $ 421 /
- DATA ( MM( 86, J ), J = 1, 4 ) / 119, 1817, 3309,
- $ 4073 /
- DATA ( MM( 87, J ), J = 1, 4 ) / 3357, 676, 3171,
- $ 2813 /
- DATA ( MM( 88, J ), J = 1, 4 ) / 837, 1410, 817,
- $ 2337 /
- DATA ( MM( 89, J ), J = 1, 4 ) / 2826, 3723, 3039,
- $ 1429 /
- DATA ( MM( 90, J ), J = 1, 4 ) / 2332, 2803, 1696,
- $ 1177 /
- DATA ( MM( 91, J ), J = 1, 4 ) / 2089, 3185, 1256,
- $ 1901 /
- DATA ( MM( 92, J ), J = 1, 4 ) / 3780, 184, 3715,
- $ 81 /
- DATA ( MM( 93, J ), J = 1, 4 ) / 1700, 663, 2077,
- $ 1669 /
- DATA ( MM( 94, J ), J = 1, 4 ) / 3712, 499, 3019,
- $ 2633 /
- DATA ( MM( 95, J ), J = 1, 4 ) / 150, 3784, 1497,
- $ 2269 /
- DATA ( MM( 96, J ), J = 1, 4 ) / 2000, 1631, 1101,
- $ 129 /
- DATA ( MM( 97, J ), J = 1, 4 ) / 3375, 1925, 717,
- $ 1141 /
- DATA ( MM( 98, J ), J = 1, 4 ) / 1621, 3912, 51,
- $ 249 /
- DATA ( MM( 99, J ), J = 1, 4 ) / 3090, 1398, 981,
- $ 3917 /
- DATA ( MM( 100, J ), J = 1, 4 ) / 3765, 1349, 1978,
- $ 2481 /
- DATA ( MM( 101, J ), J = 1, 4 ) / 1149, 1441, 1813,
- $ 3941 /
- DATA ( MM( 102, J ), J = 1, 4 ) / 3146, 2224, 3881,
- $ 2217 /
- DATA ( MM( 103, J ), J = 1, 4 ) / 33, 2411, 76,
- $ 2749 /
- DATA ( MM( 104, J ), J = 1, 4 ) / 3082, 1907, 3846,
- $ 3041 /
- DATA ( MM( 105, J ), J = 1, 4 ) / 2741, 3192, 3694,
- $ 1877 /
- DATA ( MM( 106, J ), J = 1, 4 ) / 359, 2786, 1682,
- $ 345 /
- DATA ( MM( 107, J ), J = 1, 4 ) / 3316, 382, 124,
- $ 2861 /
- DATA ( MM( 108, J ), J = 1, 4 ) / 1749, 37, 1660,
- $ 1809 /
- DATA ( MM( 109, J ), J = 1, 4 ) / 185, 759, 3997,
- $ 3141 /
- DATA ( MM( 110, J ), J = 1, 4 ) / 2784, 2948, 479,
- $ 2825 /
- DATA ( MM( 111, J ), J = 1, 4 ) / 2202, 1862, 1141,
- $ 157 /
- DATA ( MM( 112, J ), J = 1, 4 ) / 2199, 3802, 886,
- $ 2881 /
- DATA ( MM( 113, J ), J = 1, 4 ) / 1364, 2423, 3514,
- $ 3637 /
- DATA ( MM( 114, J ), J = 1, 4 ) / 1244, 2051, 1301,
- $ 1465 /
- DATA ( MM( 115, J ), J = 1, 4 ) / 2020, 2295, 3604,
- $ 2829 /
- DATA ( MM( 116, J ), J = 1, 4 ) / 3160, 1332, 1888,
- $ 2161 /
- DATA ( MM( 117, J ), J = 1, 4 ) / 2785, 1832, 1836,
- $ 3365 /
- DATA ( MM( 118, J ), J = 1, 4 ) / 2772, 2405, 1990,
- $ 361 /
- DATA ( MM( 119, J ), J = 1, 4 ) / 1217, 3638, 2058,
- $ 2685 /
- DATA ( MM( 120, J ), J = 1, 4 ) / 1822, 3661, 692,
- $ 3745 /
- DATA ( MM( 121, J ), J = 1, 4 ) / 1245, 327, 1194,
- $ 2325 /
- DATA ( MM( 122, J ), J = 1, 4 ) / 2252, 3660, 20,
- $ 3609 /
- DATA ( MM( 123, J ), J = 1, 4 ) / 3904, 716, 3285,
- $ 3821 /
- DATA ( MM( 124, J ), J = 1, 4 ) / 2774, 1842, 2046,
- $ 3537 /
- DATA ( MM( 125, J ), J = 1, 4 ) / 997, 3987, 2107,
- $ 517 /
- DATA ( MM( 126, J ), J = 1, 4 ) / 2573, 1368, 3508,
- $ 3017 /
- DATA ( MM( 127, J ), J = 1, 4 ) / 1148, 1848, 3525,
- $ 2141 /
- DATA ( MM( 128, J ), J = 1, 4 ) / 545, 2366, 3801,
- $ 1537 /
- * ..
- * .. Executable Statements ..
- *
- I1 = ISEED( 1 )
- I2 = ISEED( 2 )
- I3 = ISEED( 3 )
- I4 = ISEED( 4 )
- *
- DO 10 I = 1, MIN( N, LV )
- *
- 20 CONTINUE
- *
- * Multiply the seed by i-th power of the multiplier modulo 2**48
- *
- IT4 = I4*MM( I, 4 )
- IT3 = IT4 / IPW2
- IT4 = IT4 - IPW2*IT3
- IT3 = IT3 + I3*MM( I, 4 ) + I4*MM( I, 3 )
- IT2 = IT3 / IPW2
- IT3 = IT3 - IPW2*IT2
- IT2 = IT2 + I2*MM( I, 4 ) + I3*MM( I, 3 ) + I4*MM( I, 2 )
- IT1 = IT2 / IPW2
- IT2 = IT2 - IPW2*IT1
- IT1 = IT1 + I1*MM( I, 4 ) + I2*MM( I, 3 ) + I3*MM( I, 2 ) +
- $ I4*MM( I, 1 )
- IT1 = MOD( IT1, IPW2 )
- *
- * Convert 48-bit integer to a real number in the interval (0,1)
- *
- X( I ) = R*( REAL( IT1 )+R*( REAL( IT2 )+R*( REAL( IT3 )+R*
- $ REAL( IT4 ) ) ) )
- *
- IF (X( I ).EQ.1.0) THEN
- * If a real number has n bits of precision, and the first
- * n bits of the 48-bit integer above happen to be all 1 (which
- * will occur about once every 2**n calls), then X( I ) will
- * be rounded to exactly 1.0. In IEEE single precision arithmetic,
- * this will happen relatively often since n = 24.
- * Since X( I ) is not supposed to return exactly 0.0 or 1.0,
- * the statistically correct thing to do in this situation is
- * simply to iterate again.
- * N.B. the case X( I ) = 0.0 should not be possible.
- I1 = I1 + 2
- I2 = I2 + 2
- I3 = I3 + 2
- I4 = I4 + 2
- GOTO 20
- END IF
- *
- 10 CONTINUE
- *
- * Return final value of seed
- *
- ISEED( 1 ) = IT1
- ISEED( 2 ) = IT2
- ISEED( 3 ) = IT3
- ISEED( 4 ) = IT4
- RETURN
- *
- * End of SLARUV
- *
- END
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