dlarnv.f (3) - Linux Manuals
NAME
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)
ISEEDISEED 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.
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 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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