dlarnv.f (3)

Functions/Subroutines

subroutine dlarnv (IDIST, ISEED, N, X)

DLARNV returns a vector of random numbers from a uniform or normal distribution.

subroutine dlarnv (integerIDIST, integer, dimension( 4 )ISEED, integerN, double precision, dimension( * )X)

DLARNV returns a vector of random numbers from a uniform or normal distribution.

Purpose:

 DLARNV returns a vector of n random real numbers from a uniform or
 normal distribution.

Parameters:

IDIST

          IDIST is INTEGER
          Specifies the distribution of the random numbers:
          = 1:  uniform (0,1)
          = 2:  uniform (-1,1)
          = 3:  normal (0,1)

ISEED

          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.

N

          N is INTEGER
          The number of random numbers to be generated.

X

          X is DOUBLE PRECISION array, dimension (N)
          The generated random numbers.

Author:

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Date:

September 2012

Further Details:

  This routine calls the auxiliary routine DLARUV to generate random
  real numbers from a uniform (0,1) distribution, in batches of up to
  128 using vectorisable code. The Box-Muller method is used to
  transform numbers from a uniform to a normal distribution.

Definition at line 98 of file dlarnv.f.

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