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dlarnv.f(3) | LAPACK | dlarnv.f(3) |
NAME¶
dlarnv.f -SYNOPSIS¶
Functions/Subroutines¶
subroutine dlarnv (IDIST, ISEED, N, X)
Function/Subroutine Documentation¶
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.
IDIST
Author:
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.
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.
Author¶
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