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Annotation of rpl/lapack/lapack/dlarnv.f, revision 1.1.1.1

1.1       bertrand    1:       SUBROUTINE DLARNV( IDIST, ISEED, N, X )
                      2: *
                      3: *  -- LAPACK auxiliary routine (version 3.2) --
                      4: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
                      5: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
                      6: *     November 2006
                      7: *
                      8: *     .. Scalar Arguments ..
                      9:       INTEGER            IDIST, N
                     10: *     ..
                     11: *     .. Array Arguments ..
                     12:       INTEGER            ISEED( 4 )
                     13:       DOUBLE PRECISION   X( * )
                     14: *     ..
                     15: *
                     16: *  Purpose
                     17: *  =======
                     18: *
                     19: *  DLARNV returns a vector of n random real numbers from a uniform or
                     20: *  normal distribution.
                     21: *
                     22: *  Arguments
                     23: *  =========
                     24: *
                     25: *  IDIST   (input) INTEGER
                     26: *          Specifies the distribution of the random numbers:
                     27: *          = 1:  uniform (0,1)
                     28: *          = 2:  uniform (-1,1)
                     29: *          = 3:  normal (0,1)
                     30: *
                     31: *  ISEED   (input/output) INTEGER array, dimension (4)
                     32: *          On entry, the seed of the random number generator; the array
                     33: *          elements must be between 0 and 4095, and ISEED(4) must be
                     34: *          odd.
                     35: *          On exit, the seed is updated.
                     36: *
                     37: *  N       (input) INTEGER
                     38: *          The number of random numbers to be generated.
                     39: *
                     40: *  X       (output) DOUBLE PRECISION array, dimension (N)
                     41: *          The generated random numbers.
                     42: *
                     43: *  Further Details
                     44: *  ===============
                     45: *
                     46: *  This routine calls the auxiliary routine DLARUV to generate random
                     47: *  real numbers from a uniform (0,1) distribution, in batches of up to
                     48: *  128 using vectorisable code. The Box-Muller method is used to
                     49: *  transform numbers from a uniform to a normal distribution.
                     50: *
                     51: *  =====================================================================
                     52: *
                     53: *     .. Parameters ..
                     54:       DOUBLE PRECISION   ONE, TWO
                     55:       PARAMETER          ( ONE = 1.0D+0, TWO = 2.0D+0 )
                     56:       INTEGER            LV
                     57:       PARAMETER          ( LV = 128 )
                     58:       DOUBLE PRECISION   TWOPI
                     59:       PARAMETER          ( TWOPI = 6.2831853071795864769252867663D+0 )
                     60: *     ..
                     61: *     .. Local Scalars ..
                     62:       INTEGER            I, IL, IL2, IV
                     63: *     ..
                     64: *     .. Local Arrays ..
                     65:       DOUBLE PRECISION   U( LV )
                     66: *     ..
                     67: *     .. Intrinsic Functions ..
                     68:       INTRINSIC          COS, LOG, MIN, SQRT
                     69: *     ..
                     70: *     .. External Subroutines ..
                     71:       EXTERNAL           DLARUV
                     72: *     ..
                     73: *     .. Executable Statements ..
                     74: *
                     75:       DO 40 IV = 1, N, LV / 2
                     76:          IL = MIN( LV / 2, N-IV+1 )
                     77:          IF( IDIST.EQ.3 ) THEN
                     78:             IL2 = 2*IL
                     79:          ELSE
                     80:             IL2 = IL
                     81:          END IF
                     82: *
                     83: *        Call DLARUV to generate IL2 numbers from a uniform (0,1)
                     84: *        distribution (IL2 <= LV)
                     85: *
                     86:          CALL DLARUV( ISEED, IL2, U )
                     87: *
                     88:          IF( IDIST.EQ.1 ) THEN
                     89: *
                     90: *           Copy generated numbers
                     91: *
                     92:             DO 10 I = 1, IL
                     93:                X( IV+I-1 ) = U( I )
                     94:    10       CONTINUE
                     95:          ELSE IF( IDIST.EQ.2 ) THEN
                     96: *
                     97: *           Convert generated numbers to uniform (-1,1) distribution
                     98: *
                     99:             DO 20 I = 1, IL
                    100:                X( IV+I-1 ) = TWO*U( I ) - ONE
                    101:    20       CONTINUE
                    102:          ELSE IF( IDIST.EQ.3 ) THEN
                    103: *
                    104: *           Convert generated numbers to normal (0,1) distribution
                    105: *
                    106:             DO 30 I = 1, IL
                    107:                X( IV+I-1 ) = SQRT( -TWO*LOG( U( 2*I-1 ) ) )*
                    108:      $                       COS( TWOPI*U( 2*I ) )
                    109:    30       CONTINUE
                    110:          END IF
                    111:    40 CONTINUE
                    112:       RETURN
                    113: *
                    114: *     End of DLARNV
                    115: *
                    116:       END