1 REAL FUNCTION SLARND( IDIST, ISEED )
2 *
3 * -- LAPACK auxiliary routine (version 3.1) --
4 * Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
5 * November 2006
6 *
7 * .. Scalar Arguments ..
8 INTEGER IDIST
9 * ..
10 * .. Array Arguments ..
11 INTEGER ISEED( 4 )
12 * ..
13 *
14 * Purpose
15 * =======
16 *
17 * SLARND returns a random real number from a uniform or normal
18 * distribution.
19 *
20 * Arguments
21 * =========
22 *
23 * IDIST (input) INTEGER
24 * Specifies the distribution of the random numbers:
25 * = 1: uniform (0,1)
26 * = 2: uniform (-1,1)
27 * = 3: normal (0,1)
28 *
29 * ISEED (input/output) INTEGER array, dimension (4)
30 * On entry, the seed of the random number generator; the array
31 * elements must be between 0 and 4095, and ISEED(4) must be
32 * odd.
33 * On exit, the seed is updated.
34 *
35 * Further Details
36 * ===============
37 *
38 * This routine calls the auxiliary routine SLARAN to generate a random
39 * real number from a uniform (0,1) distribution. The Box-Muller method
40 * is used to transform numbers from a uniform to a normal distribution.
41 *
42 * =====================================================================
43 *
44 * .. Parameters ..
45 REAL ONE, TWO
46 PARAMETER ( ONE = 1.0E+0, TWO = 2.0E+0 )
47 REAL TWOPI
48 PARAMETER ( TWOPI = 6.2831853071795864769252867663E+0 )
49 * ..
50 * .. Local Scalars ..
51 REAL T1, T2
52 * ..
53 * .. External Functions ..
54 REAL SLARAN
55 EXTERNAL SLARAN
56 * ..
57 * .. Intrinsic Functions ..
58 INTRINSIC COS, LOG, SQRT
59 * ..
60 * .. Executable Statements ..
61 *
62 * Generate a real random number from a uniform (0,1) distribution
63 *
64 T1 = SLARAN( ISEED )
65 *
66 IF( IDIST.EQ.1 ) THEN
67 *
68 * uniform (0,1)
69 *
70 SLARND = T1
71 ELSE IF( IDIST.EQ.2 ) THEN
72 *
73 * uniform (-1,1)
74 *
75 SLARND = TWO*T1 - ONE
76 ELSE IF( IDIST.EQ.3 ) THEN
77 *
78 * normal (0,1)
79 *
80 T2 = SLARAN( ISEED )
81 SLARND = SQRT( -TWO*LOG( T1 ) )*COS( TWOPI*T2 )
82 END IF
83 RETURN
84 *
85 * End of SLARND
86 *
87 END
2 *
3 * -- LAPACK auxiliary routine (version 3.1) --
4 * Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
5 * November 2006
6 *
7 * .. Scalar Arguments ..
8 INTEGER IDIST
9 * ..
10 * .. Array Arguments ..
11 INTEGER ISEED( 4 )
12 * ..
13 *
14 * Purpose
15 * =======
16 *
17 * SLARND returns a random real number from a uniform or normal
18 * distribution.
19 *
20 * Arguments
21 * =========
22 *
23 * IDIST (input) INTEGER
24 * Specifies the distribution of the random numbers:
25 * = 1: uniform (0,1)
26 * = 2: uniform (-1,1)
27 * = 3: normal (0,1)
28 *
29 * ISEED (input/output) INTEGER array, dimension (4)
30 * On entry, the seed of the random number generator; the array
31 * elements must be between 0 and 4095, and ISEED(4) must be
32 * odd.
33 * On exit, the seed is updated.
34 *
35 * Further Details
36 * ===============
37 *
38 * This routine calls the auxiliary routine SLARAN to generate a random
39 * real number from a uniform (0,1) distribution. The Box-Muller method
40 * is used to transform numbers from a uniform to a normal distribution.
41 *
42 * =====================================================================
43 *
44 * .. Parameters ..
45 REAL ONE, TWO
46 PARAMETER ( ONE = 1.0E+0, TWO = 2.0E+0 )
47 REAL TWOPI
48 PARAMETER ( TWOPI = 6.2831853071795864769252867663E+0 )
49 * ..
50 * .. Local Scalars ..
51 REAL T1, T2
52 * ..
53 * .. External Functions ..
54 REAL SLARAN
55 EXTERNAL SLARAN
56 * ..
57 * .. Intrinsic Functions ..
58 INTRINSIC COS, LOG, SQRT
59 * ..
60 * .. Executable Statements ..
61 *
62 * Generate a real random number from a uniform (0,1) distribution
63 *
64 T1 = SLARAN( ISEED )
65 *
66 IF( IDIST.EQ.1 ) THEN
67 *
68 * uniform (0,1)
69 *
70 SLARND = T1
71 ELSE IF( IDIST.EQ.2 ) THEN
72 *
73 * uniform (-1,1)
74 *
75 SLARND = TWO*T1 - ONE
76 ELSE IF( IDIST.EQ.3 ) THEN
77 *
78 * normal (0,1)
79 *
80 T2 = SLARAN( ISEED )
81 SLARND = SQRT( -TWO*LOG( T1 ) )*COS( TWOPI*T2 )
82 END IF
83 RETURN
84 *
85 * End of SLARND
86 *
87 END