DLARNV(l) — LAPACK auxiliary routine (version 2.0)

NAME

DLARNV - return a vector of n random real numbers from a uniform or normal distribution

SYNOPSIS

SUBROUTINE DLARNV(
IDIST, ISEED, N, X )

INTEGER IDIST, N

INTEGER ISEED( 4 )

DOUBLE PRECISION X( ∗ )

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.