DLARNV
November 2006
Purpose
DLARNV returns a vector of n random real numbers from a uniform or
normal distribution.
normal distribution.
Arguments
| IDIST |
(input) INTEGER
Specifies the distribution of the random numbers:
= 1: uniform (0,1) = 2: uniform (-1,1) = 3: normal (0,1) |
| 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) DOUBLE PRECISION 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.
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.