subroutine zlarnv (IDIST, ISEED, N, X)
subroutine zlarnv (integerIDIST, integer, dimension( 4 )ISEED, integerN, complex*16, dimension( * )X)ZLARNV returns a vector of random numbers from a uniform or normal distribution. Purpose:
ZLARNV returns a vector of n random complex numbers from a uniform or normal distribution.
IDIST is 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) = 1ISEED
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 COMPLEX*16 array, dimension (N) The generated random numbers.
Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd.Date:
September 2012Further 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.