zlarnv (l) - Linux Manuals

zlarnv: returns a vector of n random complex numbers from a uniform or normal distribution

NAME

ZLARNV - returns a vector of n random complex numbers from a uniform or normal distribution

SYNOPSIS

SUBROUTINE ZLARNV(

IDIST, ISEED, N, X )

    

INTEGER IDIST, N

    

INTEGER ISEED( 4 )

    

COMPLEX*16 X( * )

PURPOSE

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

ARGUMENTS

IDIST (input) 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 (input/output) 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 (input) INTEGER

The number of random numbers to be generated.

X (output) COMPLEX*16 array, dimension (N)

The generated random numbers.

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.