dlaruv.f (3) - Linux Manuals
NAME
dlaruv.f -
SYNOPSIS
Functions/Subroutines
subroutine dlaruv (ISEED, N, X)
DLARUV returns a vector of n random real numbers from a uniform distribution.
Function/Subroutine Documentation
subroutine dlaruv (integer, dimension( 4 )ISEED, integerN, double precision, dimension( n )X)
DLARUV returns a vector of n random real numbers from a uniform distribution.
Purpose:
-
DLARUV returns a vector of n random real numbers from a uniform (0,1) distribution (n <= 128). This is an auxiliary routine called by DLARNV and ZLARNV.
Parameters:
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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.
NN is INTEGER The number of random numbers to be generated. N <= 128.
XX is DOUBLE PRECISION array, dimension (N) The generated random numbers.
Author:
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Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- September 2012
Further Details:
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This routine uses a multiplicative congruential method with modulus 2**48 and multiplier 33952834046453 (see G.S.Fishman, 'Multiplicative congruential random number generators with modulus 2**b: an exhaustive analysis for b = 32 and a partial analysis for b = 48', Math. Comp. 189, pp 331-344, 1990). 48-bit integers are stored in 4 integer array elements with 12 bits per element. Hence the routine is portable across machines with integers of 32 bits or more.
Definition at line 96 of file dlaruv.f.
Author
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