slarnd()

real function slarnd	(	integer	IDIST,
		integer, dimension( 4 )	ISEED
	)

SLARND

Purpose:

 SLARND returns a random real number from a uniform or normal
 distribution.

Parameters

[in]	IDIST	IDIST is INTEGER Specifies the distribution of the random numbers: = 1: uniform (0,1) = 2: uniform (-1,1) = 3: normal (0,1)
[in,out]	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.

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Date

December 2016

Further Details:

  This routine calls the auxiliary routine SLARAN 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.

Definition at line 75 of file slarnd.f.

*
*  -- LAPACK auxiliary routine (version 3.7.0) --
*  -- LAPACK is a software package provided by Univ. of Tennessee,    --
*  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
*     December 2016
*
*     .. Scalar Arguments ..
      INTEGER            IDIST
*     ..
*     .. Array Arguments ..
      INTEGER            ISEED( 4 )
*     ..
*
*  =====================================================================
*
*     .. Parameters ..
      REAL               ONE, TWO
      parameter( one = 1.0e+0, two = 2.0e+0 )
      REAL               TWOPI
      parameter( twopi = 6.2831853071795864769252867663e+0 )
*     ..
*     .. Local Scalars ..
      REAL               T1, T2
*     ..
*     .. External Functions ..
      REAL               SLARAN
      EXTERNAL           slaran
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          cos, log, sqrt
*     ..
*     .. Executable Statements ..
*
*     Generate a real random number from a uniform (0,1) distribution
*
      t1 = slaran( iseed )
*
      IF( idist.EQ.1 ) THEN
*
*        uniform (0,1)
*
         slarnd = t1
      ELSE IF( idist.EQ.2 ) THEN
*
*        uniform (-1,1)
*
         slarnd = two*t1 - one
      ELSE IF( idist.EQ.3 ) THEN
*
*        normal (0,1)
*
         t2 = slaran( iseed )
         slarnd = sqrt( -two*log( t1 ) )*cos( twopi*t2 )
      END IF
      RETURN
*
*     End of SLARND
*

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