dlarnv(3)

NAME

DLARNV - 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 gener

ate 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.

LAPACK version 3.0 15 June 2000

DLARNV(3)