1DLARNV(1) LAPACK auxiliary routine (version 3.1) DLARNV(1)
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6 DLARNV - a vector of n random real numbers from a uniform or normal
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10 SUBROUTINE DLARNV( IDIST, ISEED, N, X )
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12 INTEGER IDIST, N
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14 INTEGER ISEED( 4 )
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16 DOUBLE PRECISION X( * )
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19 DLARNV returns a vector of n random real numbers from a uniform or nor‐
20 mal distribution.
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24 IDIST (input) INTEGER
25 Specifies the distribution of the random numbers:
26 = 1: uniform (0,1)
27 = 2: uniform (-1,1)
28 = 3: normal (0,1)
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30 ISEED (input/output) INTEGER array, dimension (4)
31 On entry, the seed of the random number generator; the array
32 elements must be between 0 and 4095, and ISEED(4) must be odd.
33 On exit, the seed is updated.
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35 N (input) INTEGER
36 The number of random numbers to be generated.
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38 X (output) DOUBLE PRECISION array, dimension (N)
39 The generated random numbers.
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42 This routine calls the auxiliary routine DLARUV to generate random real
43 numbers from a uniform (0,1) distribution, in batches of up to 128
44 using vectorisable code. The Box-Muller method is used to transform
45 numbers from a uniform to a normal distribution.
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50 LAPACK auxiliary routine (versionNo3v.e1m)ber 2006 DLARNV(1)