134 lines
3.3 KiB
C
134 lines
3.3 KiB
C
#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 3.1) -- */
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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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/* 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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