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Mise à jour de lapack vers la version 3.3.0.

    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