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146 lines
3.8 KiB
146 lines
3.8 KiB
/* dlarnv.f -- translated by f2c (version 20061008). |
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You must link the resulting object file with libf2c: |
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on Microsoft Windows system, link with libf2c.lib; |
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on Linux or Unix systems, link with .../path/to/libf2c.a -lm |
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or, if you install libf2c.a in a standard place, with -lf2c -lm |
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-- in that order, at the end of the command line, as in |
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cc *.o -lf2c -lm |
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Source for libf2c is in /netlib/f2c/libf2c.zip, e.g., |
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http://www.netlib.org/f2c/libf2c.zip |
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*/ |
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#include "clapack.h" |
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/* Subroutine */ int dlarnv_(integer *idist, integer *iseed, integer *n, |
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doublereal *x) |
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{ |
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/* System generated locals */ |
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integer i__1, i__2, i__3; |
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/* Builtin functions */ |
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double log(doublereal), sqrt(doublereal), cos(doublereal); |
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/* Local variables */ |
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integer i__; |
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doublereal u[128]; |
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integer il, iv, il2; |
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extern /* Subroutine */ int dlaruv_(integer *, integer *, doublereal *); |
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/* -- LAPACK auxiliary routine (version 3.2) -- */ |
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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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/* DLARNV returns a vector of n random real numbers from a uniform or */ |
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/* normal distribution. */ |
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/* Arguments */ |
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/* ========= */ |
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/* IDIST (input) INTEGER */ |
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/* Specifies the distribution of the random numbers: */ |
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/* = 1: uniform (0,1) */ |
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/* = 2: uniform (-1,1) */ |
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/* = 3: normal (0,1) */ |
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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. */ |
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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 calls the auxiliary routine DLARUV to generate random */ |
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/* real numbers from a uniform (0,1) distribution, in batches of up to */ |
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/* 128 using vectorisable code. The Box-Muller method is used to */ |
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/* transform numbers from a uniform to a normal distribution. */ |
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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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/* .. External Subroutines .. */ |
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/* .. */ |
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/* .. Executable Statements .. */ |
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/* Parameter adjustments */ |
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--x; |
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--iseed; |
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/* Function Body */ |
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i__1 = *n; |
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for (iv = 1; iv <= i__1; iv += 64) { |
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/* Computing MIN */ |
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i__2 = 64, i__3 = *n - iv + 1; |
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il = min(i__2,i__3); |
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if (*idist == 3) { |
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il2 = il << 1; |
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} else { |
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il2 = il; |
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} |
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/* Call DLARUV to generate IL2 numbers from a uniform (0,1) */ |
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/* distribution (IL2 <= LV) */ |
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dlaruv_(&iseed[1], &il2, u); |
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if (*idist == 1) { |
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/* Copy generated numbers */ |
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i__2 = il; |
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for (i__ = 1; i__ <= i__2; ++i__) { |
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x[iv + i__ - 1] = u[i__ - 1]; |
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/* L10: */ |
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} |
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} else if (*idist == 2) { |
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/* Convert generated numbers to uniform (-1,1) distribution */ |
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i__2 = il; |
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for (i__ = 1; i__ <= i__2; ++i__) { |
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x[iv + i__ - 1] = u[i__ - 1] * 2. - 1.; |
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/* L20: */ |
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} |
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} else if (*idist == 3) { |
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/* Convert generated numbers to normal (0,1) distribution */ |
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i__2 = il; |
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for (i__ = 1; i__ <= i__2; ++i__) { |
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x[iv + i__ - 1] = sqrt(log(u[(i__ << 1) - 2]) * -2.) * cos(u[( |
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i__ << 1) - 1] * 6.2831853071795864769252867663); |
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/* L30: */ |
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} |
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} |
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/* L40: */ |
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} |
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return 0; |
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/* End of DLARNV */ |
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} /* dlarnv_ */
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