Provided by: liblapack-doc_3.3.1-1_all
LAPACK-3 - returns a vector of n random real numbers from a uniform or normal distribution
SUBROUTINE SLARNV( IDIST, ISEED, N, X ) INTEGER IDIST, N INTEGER ISEED( 4 ) REAL X( * )
SLARNV returns a vector of n random real numbers from a uniform or normal distribution.
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) REAL array, dimension (N) The generated random numbers.
This routine calls the auxiliary routine SLARUV 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. LAPACK auxiliary routine (version 3.2) April 2011 SLARNV(3lapack)