slaruv(l) — SunSoft Performance Library

NAME

slaruv - return a vector of n random real numbers from a uniform (0,1)

SYNOPSIS

SUBROUTINE SLARUV(
ISEED, N, X )

INTEGER N

INTEGER ISEED( 4 )

REAL X( N )

PURPOSE

SLARUV returns a vector of n random real numbers from a uniform (0,1) distribution (n <= 128).

This is an auxiliary routine called by SLARNV and CLARNV.

ARGUMENTS

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. N <= 128.

X (output) REAL array, dimension (N)
The generated random numbers.

FURTHER DETAILS

This routine uses a multiplicative congruential method with modulus 2∗∗48 and multiplier 33952834046453 (see G.S.Fishman,
2∗∗b: an exhaustive analysis for b = 32 and a partial analysis for b = 48’, Math. Comp. 189, pp 331-344, 1990).

48-bit integers are stored in 4 integer array elements with 12 bits per element. Hence the routine is portable across machines with integers of 32 bits or more.