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180 lines
6.4 KiB
C
180 lines
6.4 KiB
C
#include "clapack.h"
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/* Subroutine */ int dlaruv_(integer *iseed, integer *n, doublereal *x)
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{
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/* Initialized data */
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static integer mm[512] /* was [128][4] */ = { 494,2637,255,2008,1253,
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3344,4084,1739,3143,3468,688,1657,1238,3166,1292,3422,1270,2016,
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154,2862,697,1706,491,931,1444,444,3577,3944,2184,1661,3482,657,
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3023,3618,1267,1828,164,3798,3087,2400,2870,3876,1905,1593,1797,
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1234,3460,328,2861,1950,617,2070,3331,769,1558,2412,2800,189,287,
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2045,1227,2838,209,2770,3654,3993,192,2253,3491,2889,2857,2094,
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1818,688,1407,634,3231,815,3524,1914,516,164,303,2144,3480,119,
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3357,837,2826,2332,2089,3780,1700,3712,150,2000,3375,1621,3090,
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3765,1149,3146,33,3082,2741,359,3316,1749,185,2784,2202,2199,1364,
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1244,2020,3160,2785,2772,1217,1822,1245,2252,3904,2774,997,2573,
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1148,545,322,789,1440,752,2859,123,1848,643,2405,2638,2344,46,
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3814,913,3649,339,3808,822,2832,3078,3633,2970,637,2249,2081,4019,
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1478,242,481,2075,4058,622,3376,812,234,641,4005,1122,3135,2640,
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2302,40,1832,2247,2034,2637,1287,1691,496,1597,2394,2584,1843,336,
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1472,2407,433,2096,1761,2810,566,442,41,1238,1086,603,840,3168,
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1499,1084,3438,2408,1589,2391,288,26,512,1456,171,1677,2657,2270,
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2587,2961,1970,1817,676,1410,3723,2803,3185,184,663,499,3784,1631,
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1925,3912,1398,1349,1441,2224,2411,1907,3192,2786,382,37,759,2948,
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1862,3802,2423,2051,2295,1332,1832,2405,3638,3661,327,3660,716,
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1842,3987,1368,1848,2366,2508,3754,1766,3572,2893,307,1297,3966,
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758,2598,3406,2922,1038,2934,2091,2451,1580,1958,2055,1507,1078,
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3273,17,854,2916,3971,2889,3831,2621,1541,893,736,3992,787,2125,
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2364,2460,257,1574,3912,1216,3248,3401,2124,2762,149,2245,166,466,
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4018,1399,190,2879,153,2320,18,712,2159,2318,2091,3443,1510,449,
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1956,2201,3137,3399,1321,2271,3667,2703,629,2365,2431,1113,3922,
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2554,184,2099,3228,4012,1921,3452,3901,572,3309,3171,817,3039,
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1696,1256,3715,2077,3019,1497,1101,717,51,981,1978,1813,3881,76,
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3846,3694,1682,124,1660,3997,479,1141,886,3514,1301,3604,1888,
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1836,1990,2058,692,1194,20,3285,2046,2107,3508,3525,3801,2549,
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1145,2253,305,3301,1065,3133,2913,3285,1241,1197,3729,2501,1673,
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541,2753,949,2361,1165,4081,2725,3305,3069,3617,3733,409,2157,
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1361,3973,1865,2525,1409,3445,3577,77,3761,2149,1449,3005,225,85,
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3673,3117,3089,1349,2057,413,65,1845,697,3085,3441,1573,3689,2941,
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929,533,2841,4077,721,2821,2249,2397,2817,245,1913,1997,3121,997,
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1833,2877,1633,981,2009,941,2449,197,2441,285,1473,2741,3129,909,
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2801,421,4073,2813,2337,1429,1177,1901,81,1669,2633,2269,129,1141,
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249,3917,2481,3941,2217,2749,3041,1877,345,2861,1809,3141,2825,
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157,2881,3637,1465,2829,2161,3365,361,2685,3745,2325,3609,3821,
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3537,517,3017,2141,1537 };
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/* System generated locals */
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integer i__1;
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/* Local variables */
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integer i__, i1, i2, i3, i4, it1, it2, it3, it4;
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/* -- LAPACK auxiliary routine (version 3.1) -- */
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/* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
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/* November 2006 */
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/* .. Scalar Arguments .. */
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/* .. */
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/* .. Array Arguments .. */
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/* .. */
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/* Purpose */
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/* ======= */
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/* DLARUV returns a vector of n random real numbers from a uniform (0,1) */
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/* distribution (n <= 128). */
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/* This is an auxiliary routine called by DLARNV and ZLARNV. */
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/* Arguments */
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/* ========= */
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/* ISEED (input/output) INTEGER array, dimension (4) */
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/* On entry, the seed of the random number generator; the array */
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/* elements must be between 0 and 4095, and ISEED(4) must be */
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/* odd. */
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/* On exit, the seed is updated. */
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/* N (input) INTEGER */
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/* The number of random numbers to be generated. N <= 128. */
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/* X (output) DOUBLE PRECISION array, dimension (N) */
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/* The generated random numbers. */
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/* Further Details */
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/* =============== */
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/* This routine uses a multiplicative congruential method with modulus */
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/* 2**48 and multiplier 33952834046453 (see G.S.Fishman, */
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/* 'Multiplicative congruential random number generators with modulus */
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/* 2**b: an exhaustive analysis for b = 32 and a partial analysis for */
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/* b = 48', Math. Comp. 189, pp 331-344, 1990). */
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/* 48-bit integers are stored in 4 integer array elements with 12 bits */
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/* per element. Hence the routine is portable across machines with */
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/* integers of 32 bits or more. */
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/* ===================================================================== */
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/* .. Parameters .. */
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/* .. */
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/* .. Local Scalars .. */
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/* .. */
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/* .. Local Arrays .. */
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/* .. */
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/* .. Intrinsic Functions .. */
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/* .. */
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/* .. Data statements .. */
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/* Parameter adjustments */
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--iseed;
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--x;
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/* Function Body */
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/* .. */
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/* .. Executable Statements .. */
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i1 = iseed[1];
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i2 = iseed[2];
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i3 = iseed[3];
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i4 = iseed[4];
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i__1 = min(*n,128);
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for (i__ = 1; i__ <= i__1; ++i__) {
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L20:
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/* Multiply the seed by i-th power of the multiplier modulo 2**48 */
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it4 = i4 * mm[i__ + 383];
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it3 = it4 / 4096;
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it4 -= it3 << 12;
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it3 = it3 + i3 * mm[i__ + 383] + i4 * mm[i__ + 255];
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it2 = it3 / 4096;
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it3 -= it2 << 12;
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it2 = it2 + i2 * mm[i__ + 383] + i3 * mm[i__ + 255] + i4 * mm[i__ +
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127];
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it1 = it2 / 4096;
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it2 -= it1 << 12;
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it1 = it1 + i1 * mm[i__ + 383] + i2 * mm[i__ + 255] + i3 * mm[i__ +
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127] + i4 * mm[i__ - 1];
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it1 %= 4096;
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/* Convert 48-bit integer to a real number in the interval (0,1) */
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x[i__] = ((doublereal) it1 + ((doublereal) it2 + ((doublereal) it3 + (
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doublereal) it4 * 2.44140625e-4) * 2.44140625e-4) *
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2.44140625e-4) * 2.44140625e-4;
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if (x[i__] == 1.) {
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/* If a real number has n bits of precision, and the first */
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/* n bits of the 48-bit integer above happen to be all 1 (which */
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/* will occur about once every 2**n calls), then X( I ) will */
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/* be rounded to exactly 1.0. */
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/* Since X( I ) is not supposed to return exactly 0.0 or 1.0, */
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/* the statistically correct thing to do in this situation is */
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/* simply to iterate again. */
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/* N.B. the case X( I ) = 0.0 should not be possible. */
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i1 += 2;
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i2 += 2;
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i3 += 2;
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i4 += 2;
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goto L20;
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}
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/* L10: */
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}
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/* Return final value of seed */
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iseed[1] = it1;
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iseed[2] = it2;
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iseed[3] = it3;
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iseed[4] = it4;
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return 0;
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/* End of DLARUV */
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} /* dlaruv_ */
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