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LAPACK
3.4.1
LAPACK: Linear Algebra PACKage
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00001 *> \brief \b CLARNV 00002 * 00003 * =========== DOCUMENTATION =========== 00004 * 00005 * Online html documentation available at 00006 * http://www.netlib.org/lapack/explore-html/ 00007 * 00008 *> \htmlonly 00009 *> Download CLARNV + dependencies 00010 *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/clarnv.f"> 00011 *> [TGZ]</a> 00012 *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/clarnv.f"> 00013 *> [ZIP]</a> 00014 *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/clarnv.f"> 00015 *> [TXT]</a> 00016 *> \endhtmlonly 00017 * 00018 * Definition: 00019 * =========== 00020 * 00021 * SUBROUTINE CLARNV( IDIST, ISEED, N, X ) 00022 * 00023 * .. Scalar Arguments .. 00024 * INTEGER IDIST, N 00025 * .. 00026 * .. Array Arguments .. 00027 * INTEGER ISEED( 4 ) 00028 * COMPLEX X( * ) 00029 * .. 00030 * 00031 * 00032 *> \par Purpose: 00033 * ============= 00034 *> 00035 *> \verbatim 00036 *> 00037 *> CLARNV returns a vector of n random complex numbers from a uniform or 00038 *> normal distribution. 00039 *> \endverbatim 00040 * 00041 * Arguments: 00042 * ========== 00043 * 00044 *> \param[in] IDIST 00045 *> \verbatim 00046 *> IDIST is INTEGER 00047 *> Specifies the distribution of the random numbers: 00048 *> = 1: real and imaginary parts each uniform (0,1) 00049 *> = 2: real and imaginary parts each uniform (-1,1) 00050 *> = 3: real and imaginary parts each normal (0,1) 00051 *> = 4: uniformly distributed on the disc abs(z) < 1 00052 *> = 5: uniformly distributed on the circle abs(z) = 1 00053 *> \endverbatim 00054 *> 00055 *> \param[in,out] ISEED 00056 *> \verbatim 00057 *> ISEED is INTEGER array, dimension (4) 00058 *> On entry, the seed of the random number generator; the array 00059 *> elements must be between 0 and 4095, and ISEED(4) must be 00060 *> odd. 00061 *> On exit, the seed is updated. 00062 *> \endverbatim 00063 *> 00064 *> \param[in] N 00065 *> \verbatim 00066 *> N is INTEGER 00067 *> The number of random numbers to be generated. 00068 *> \endverbatim 00069 *> 00070 *> \param[out] X 00071 *> \verbatim 00072 *> X is COMPLEX array, dimension (N) 00073 *> The generated random numbers. 00074 *> \endverbatim 00075 * 00076 * Authors: 00077 * ======== 00078 * 00079 *> \author Univ. of Tennessee 00080 *> \author Univ. of California Berkeley 00081 *> \author Univ. of Colorado Denver 00082 *> \author NAG Ltd. 00083 * 00084 *> \date November 2011 00085 * 00086 *> \ingroup complexOTHERauxiliary 00087 * 00088 *> \par Further Details: 00089 * ===================== 00090 *> 00091 *> \verbatim 00092 *> 00093 *> This routine calls the auxiliary routine SLARUV to generate random 00094 *> real numbers from a uniform (0,1) distribution, in batches of up to 00095 *> 128 using vectorisable code. The Box-Muller method is used to 00096 *> transform numbers from a uniform to a normal distribution. 00097 *> \endverbatim 00098 *> 00099 * ===================================================================== 00100 SUBROUTINE CLARNV( IDIST, ISEED, N, X ) 00101 * 00102 * -- LAPACK auxiliary routine (version 3.4.0) -- 00103 * -- LAPACK is a software package provided by Univ. of Tennessee, -- 00104 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- 00105 * November 2011 00106 * 00107 * .. Scalar Arguments .. 00108 INTEGER IDIST, N 00109 * .. 00110 * .. Array Arguments .. 00111 INTEGER ISEED( 4 ) 00112 COMPLEX X( * ) 00113 * .. 00114 * 00115 * ===================================================================== 00116 * 00117 * .. Parameters .. 00118 REAL ZERO, ONE, TWO 00119 PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0, TWO = 2.0E+0 ) 00120 INTEGER LV 00121 PARAMETER ( LV = 128 ) 00122 REAL TWOPI 00123 PARAMETER ( TWOPI = 6.2831853071795864769252867663E+0 ) 00124 * .. 00125 * .. Local Scalars .. 00126 INTEGER I, IL, IV 00127 * .. 00128 * .. Local Arrays .. 00129 REAL U( LV ) 00130 * .. 00131 * .. Intrinsic Functions .. 00132 INTRINSIC CMPLX, EXP, LOG, MIN, SQRT 00133 * .. 00134 * .. External Subroutines .. 00135 EXTERNAL SLARUV 00136 * .. 00137 * .. Executable Statements .. 00138 * 00139 DO 60 IV = 1, N, LV / 2 00140 IL = MIN( LV / 2, N-IV+1 ) 00141 * 00142 * Call SLARUV to generate 2*IL real numbers from a uniform (0,1) 00143 * distribution (2*IL <= LV) 00144 * 00145 CALL SLARUV( ISEED, 2*IL, U ) 00146 * 00147 IF( IDIST.EQ.1 ) THEN 00148 * 00149 * Copy generated numbers 00150 * 00151 DO 10 I = 1, IL 00152 X( IV+I-1 ) = CMPLX( U( 2*I-1 ), U( 2*I ) ) 00153 10 CONTINUE 00154 ELSE IF( IDIST.EQ.2 ) THEN 00155 * 00156 * Convert generated numbers to uniform (-1,1) distribution 00157 * 00158 DO 20 I = 1, IL 00159 X( IV+I-1 ) = CMPLX( TWO*U( 2*I-1 )-ONE, 00160 $ TWO*U( 2*I )-ONE ) 00161 20 CONTINUE 00162 ELSE IF( IDIST.EQ.3 ) THEN 00163 * 00164 * Convert generated numbers to normal (0,1) distribution 00165 * 00166 DO 30 I = 1, IL 00167 X( IV+I-1 ) = SQRT( -TWO*LOG( U( 2*I-1 ) ) )* 00168 $ EXP( CMPLX( ZERO, TWOPI*U( 2*I ) ) ) 00169 30 CONTINUE 00170 ELSE IF( IDIST.EQ.4 ) THEN 00171 * 00172 * Convert generated numbers to complex numbers uniformly 00173 * distributed on the unit disk 00174 * 00175 DO 40 I = 1, IL 00176 X( IV+I-1 ) = SQRT( U( 2*I-1 ) )* 00177 $ EXP( CMPLX( ZERO, TWOPI*U( 2*I ) ) ) 00178 40 CONTINUE 00179 ELSE IF( IDIST.EQ.5 ) THEN 00180 * 00181 * Convert generated numbers to complex numbers uniformly 00182 * distributed on the unit circle 00183 * 00184 DO 50 I = 1, IL 00185 X( IV+I-1 ) = EXP( CMPLX( ZERO, TWOPI*U( 2*I ) ) ) 00186 50 CONTINUE 00187 END IF 00188 60 CONTINUE 00189 RETURN 00190 * 00191 * End of CLARNV 00192 * 00193 END