dlarnv-f(3)

dlarnv.f –

Synopsis

Functions/Subroutines

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

Function/Subroutine Documentation

subroutine dlarnv (integerIDIST, integer, dimension( 4 )ISEED, integerN, double precision, dimension( * )X)

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

Purpose:

 DLARNV returns a vector of n random real numbers from a uniform or
 normal distribution.

 

Parameters:

IDIST

 IDIST is INTEGER
 Specifies the distribution of the random numbers:
 = 1: uniform (0,1)
 = 2: uniform (-1,1)
 = 3: normal (0,1)

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

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

X

 X is DOUBLE PRECISION 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 DLARUV 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 98 of file dlarnv.f.

Author

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