134 lines
3.3 KiB
C
134 lines
3.3 KiB
C
#include "clapack.h"
|
|
|
|
/* Subroutine */ int slarnv_(integer *idist, integer *iseed, integer *n, real
|
|
*x)
|
|
{
|
|
/* System generated locals */
|
|
integer i__1, i__2, i__3;
|
|
|
|
/* Builtin functions */
|
|
double log(doublereal), sqrt(doublereal), cos(doublereal);
|
|
|
|
/* Local variables */
|
|
integer i__;
|
|
real u[128];
|
|
integer il, iv, il2;
|
|
extern /* Subroutine */ int slaruv_(integer *, integer *, real *);
|
|
|
|
|
|
/* -- LAPACK auxiliary routine (version 3.1) -- */
|
|
/* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
|
|
/* November 2006 */
|
|
|
|
/* .. Scalar Arguments .. */
|
|
/* .. */
|
|
/* .. Array Arguments .. */
|
|
/* .. */
|
|
|
|
/* Purpose */
|
|
/* ======= */
|
|
|
|
/* SLARNV 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) REAL array, dimension (N) */
|
|
/* The generated random numbers. */
|
|
|
|
/* Further Details */
|
|
/* =============== */
|
|
|
|
/* This routine calls the auxiliary routine SLARUV 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 SLARUV to generate IL2 numbers from a uniform (0,1) */
|
|
/* distribution (IL2 <= LV) */
|
|
|
|
slaruv_(&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.f - 1.f;
|
|
/* 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.f) * cos(u[
|
|
(i__ << 1) - 1] * 6.2831853071795864769252867663f);
|
|
/* L30: */
|
|
}
|
|
}
|
|
/* L40: */
|
|
}
|
|
return 0;
|
|
|
|
/* End of SLARNV */
|
|
|
|
} /* slarnv_ */
|