subroutine slarnv (idist, iseed, n, x)
SLARNV returns a vector of random numbers from a uniform or normal
distribution.
SLARNV returns a vector of random numbers from a uniform or
normal distribution.
Purpose:
SLARNV returns a vector of n random real numbers from a uniform or
normal distribution.
Parameters
IDIST
IDIST is INTEGER
Specifies the distribution of the random numbers:
= 1: uniform (0,1)
= 2: uniform (-1,1)
= 3: normal (0,1)
ISEED
ISEED is 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
N is INTEGER
The number of random numbers to be generated.
X
X is REAL array, dimension (N)
The generated random numbers.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
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.
Definition at line 96 of file slarnv.f.
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