DLARND
Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
November 2006
November 2006
Purpose
DLARND returns a random real number from a uniform or normal
distribution.
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. |
Further Details
This routine calls the auxiliary routine DLARAN to generate a random
real number from a uniform (0,1) distribution. The Box-Muller method
is used to transform numbers from a uniform to a normal distribution.
real number from a uniform (0,1) distribution. The Box-Muller method
is used to transform numbers from a uniform to a normal distribution.