clarnv-f(3)

clarnv.f –

Synopsis

Functions/Subroutines

subroutine clarnv (IDIST, ISEED, N, X)
CLARNV returns a vector of random numbers from a uniform or normal distribution.

Function/Subroutine Documentation

subroutine clarnv (integerIDIST, integer, dimension( 4 )ISEED, integerN, complex, dimension( * )X)

CLARNV returns a vector of random numbers from a uniform or normal distribution.

Purpose:

 CLARNV returns a vector of n random complex numbers from a uniform or
 normal distribution.

Parameters:

IDIST

 IDIST is INTEGER
 Specifies the distribution of the random numbers:
 = 1: real and imaginary parts each uniform (0,1)
 = 2: real and imaginary parts each uniform (-1,1)
 = 3: real and imaginary parts each normal (0,1)
 = 4: uniformly distributed on the disc abs(z) < 1
 = 5: uniformly distributed on the circle abs(z) = 1

ISEED

 ISEED is 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 is INTEGER
 The number of random numbers to be generated.

 X is COMPLEX array, dimension (N)
 The generated random numbers.

Author:

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Date:

September 2012

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.

Definition at line 100 of file clarnv.f.

Author

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