/* dlarnv.f -- translated by f2c (version 20061008). You must link the resulting object file with libf2c: on Microsoft Windows system, link with libf2c.lib; on Linux or Unix systems, link with .../path/to/libf2c.a -lm or, if you install libf2c.a in a standard place, with -lf2c -lm -- in that order, at the end of the command line, as in cc *.o -lf2c -lm Source for libf2c is in /netlib/f2c/libf2c.zip, e.g., http://www.netlib.org/f2c/libf2c.zip */ #include "clapack.h" /* Subroutine */ int dlarnv_(integer *idist, integer *iseed, integer *n, doublereal *x) { /* System generated locals */ integer i__1, i__2, i__3; /* Builtin functions */ double log(doublereal), sqrt(doublereal), cos(doublereal); /* Local variables */ integer i__; doublereal u[128]; integer il, iv, il2; extern /* Subroutine */ int dlaruv_(integer *, integer *, doublereal *); /* -- LAPACK auxiliary routine (version 3.2) -- */ /* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */ /* November 2006 */ /* .. Scalar Arguments .. */ /* .. */ /* .. Array Arguments .. */ /* .. */ /* Purpose */ /* ======= */ /* DLARNV returns a vector of n random real numbers from a uniform or */ /* normal distribution. */ /* Arguments */ /* ========= */ /* IDIST (input) INTEGER */ /* Specifies the distribution of the random numbers: */ /* = 1: uniform (0,1) */ /* = 2: uniform (-1,1) */ /* = 3: normal (0,1) */ /* ISEED (input/output) 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 (input) INTEGER */ /* The number of random numbers to be generated. */ /* X (output) DOUBLE PRECISION array, dimension (N) */ /* The generated random numbers. */ /* 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. */ /* ===================================================================== */ /* .. Parameters .. */ /* .. */ /* .. Local Scalars .. */ /* .. */ /* .. Local Arrays .. */ /* .. */ /* .. Intrinsic Functions .. */ /* .. */ /* .. External Subroutines .. */ /* .. */ /* .. Executable Statements .. */ /* Parameter adjustments */ --x; --iseed; /* Function Body */ i__1 = *n; for (iv = 1; iv <= i__1; iv += 64) { /* Computing MIN */ i__2 = 64, i__3 = *n - iv + 1; il = min(i__2,i__3); if (*idist == 3) { il2 = il << 1; } else { il2 = il; } /* Call DLARUV to generate IL2 numbers from a uniform (0,1) */ /* distribution (IL2 <= LV) */ dlaruv_(&iseed[1], &il2, u); if (*idist == 1) { /* Copy generated numbers */ i__2 = il; for (i__ = 1; i__ <= i__2; ++i__) { x[iv + i__ - 1] = u[i__ - 1]; /* L10: */ } } else if (*idist == 2) { /* Convert generated numbers to uniform (-1,1) distribution */ i__2 = il; for (i__ = 1; i__ <= i__2; ++i__) { x[iv + i__ - 1] = u[i__ - 1] * 2. - 1.; /* L20: */ } } else if (*idist == 3) { /* Convert generated numbers to normal (0,1) distribution */ i__2 = il; for (i__ = 1; i__ <= i__2; ++i__) { x[iv + i__ - 1] = sqrt(log(u[(i__ << 1) - 2]) * -2.) * cos(u[( i__ << 1) - 1] * 6.2831853071795864769252867663); /* L30: */ } } /* L40: */ } return 0; /* End of DLARNV */ } /* dlarnv_ */