DLARNV (3lapack)

return a vector of n random real numbers from a uniform or normal distribution

SYNOPSIS

  SUBROUTINE DLARNV( IDIST, ISEED, N, X )

      INTEGER        IDIST, N

      INTEGER        ISEED( 4 )

      DOUBLE         PRECISION X( * )

PURPOSE

  DLARNV returns a vector of n random real numbers from a uniform or normal
  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.

  N       (input) INTEGER
          The number of random numbers to be generated.

  X       (output) DOUBLE PRECISION array, dimension (N)
          The generated random numbers.

FURTHER 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.