subroutine dlarnv (IDIST, ISEED, N, X)
DLARNV returns a vector of random numbers from a uniform or normal distribution.
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 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 California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
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 99 of file dlarnv.f.
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