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- *> \brief \b DLARND
- *
- * =========== DOCUMENTATION ===========
- *
- * Online html documentation available at
- * http://www.netlib.org/lapack/explore-html/
- *
- * Definition:
- * ===========
- *
- * DOUBLE PRECISION FUNCTION DLARND( IDIST, ISEED )
- *
- * .. Scalar Arguments ..
- * INTEGER IDIST
- * ..
- * .. Array Arguments ..
- * INTEGER ISEED( 4 )
- * ..
- *
- *
- *> \par Purpose:
- * =============
- *>
- *> \verbatim
- *>
- *> DLARND returns a random real number from a uniform or normal
- *> distribution.
- *> \endverbatim
- *
- * Arguments:
- * ==========
- *
- *> \param[in] IDIST
- *> \verbatim
- *> IDIST is INTEGER
- *> Specifies the distribution of the random numbers:
- *> = 1: uniform (0,1)
- *> = 2: uniform (-1,1)
- *> = 3: normal (0,1)
- *> \endverbatim
- *>
- *> \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
- *
- * Authors:
- * ========
- *
- *> \author Univ. of Tennessee
- *> \author Univ. of California Berkeley
- *> \author Univ. of Colorado Denver
- *> \author NAG Ltd.
- *
- *> \ingroup double_matgen
- *
- *> \par Further Details:
- * =====================
- *>
- *> \verbatim
- *>
- *> This routine calls the auxiliary routine DLARAN to generate a random
- *> real number from a uniform (0,1) distribution. The Box-Muller method
- *> is used to transform numbers from a uniform to a normal distribution.
- *> \endverbatim
- *>
- * =====================================================================
- DOUBLE PRECISION FUNCTION DLARND( IDIST, ISEED )
- *
- * -- LAPACK auxiliary routine --
- * -- LAPACK is a software package provided by Univ. of Tennessee, --
- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
- *
- * .. Scalar Arguments ..
- INTEGER IDIST
- * ..
- * .. Array Arguments ..
- INTEGER ISEED( 4 )
- * ..
- *
- * =====================================================================
- *
- * .. Parameters ..
- DOUBLE PRECISION ONE, TWO
- PARAMETER ( ONE = 1.0D+0, TWO = 2.0D+0 )
- DOUBLE PRECISION TWOPI
- PARAMETER ( TWOPI = 6.28318530717958647692528676655900576839D+0 )
- * ..
- * .. Local Scalars ..
- DOUBLE PRECISION T1, T2
- * ..
- * .. External Functions ..
- DOUBLE PRECISION DLARAN
- EXTERNAL DLARAN
- * ..
- * .. Intrinsic Functions ..
- INTRINSIC COS, LOG, SQRT
- * ..
- * .. Executable Statements ..
- *
- * Generate a real random number from a uniform (0,1) distribution
- *
- T1 = DLARAN( ISEED )
- *
- IF( IDIST.EQ.1 ) THEN
- *
- * uniform (0,1)
- *
- DLARND = T1
- ELSE IF( IDIST.EQ.2 ) THEN
- *
- * uniform (-1,1)
- *
- DLARND = TWO*T1 - ONE
- ELSE IF( IDIST.EQ.3 ) THEN
- *
- * normal (0,1)
- *
- T2 = DLARAN( ISEED )
- DLARND = SQRT( -TWO*LOG( T1 ) )*COS( TWOPI*T2 )
- END IF
- RETURN
- *
- * End of DLARND
- *
- END
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