CLARNV
November 2006
Purpose
CLARNV returns a vector of n random complex numbers from a uniform or
normal distribution.
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 array, dimension (N)
The generated random numbers.
|
Further Details
This routine calls the auxiliary routine SLARUV 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.
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.