numeric-linalg
Educational material on the SciPy implementation of numerical linear algebra algorithms
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| lapack/SRC/zlarnv.f | 5538B | -rw-r--r-- |
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*> \brief \b ZLARNV returns a vector of random numbers from a uniform or normal distribution. * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download ZLARNV + dependencies *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zlarnv.f"> *> [TGZ]</a> *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zlarnv.f"> *> [ZIP]</a> *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zlarnv.f"> *> [TXT]</a> *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE ZLARNV( IDIST, ISEED, N, X ) * * .. Scalar Arguments .. * INTEGER IDIST, N * .. * .. Array Arguments .. * INTEGER ISEED( 4 ) * COMPLEX*16 X( * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> ZLARNV returns a vector of n random complex numbers from a uniform or *> normal distribution. *> \endverbatim * * Arguments: * ========== * *> \param[in] IDIST *> \verbatim *> IDIST is INTEGER *> Specifies the distribution of the random numbers: *> = 1: real and imaginary parts each uniform (0,1) *> = 2: real and imaginary parts each uniform (-1,1) *> = 3: real and imaginary parts each normal (0,1) *> = 4: uniformly distributed on the disc abs(z) < 1 *> = 5: uniformly distributed on the circle abs(z) = 1 *> \endverbatim *> *> \param[in,out] ISEED *> \verbatim *> 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. *> \endverbatim *> *> \param[in] N *> \verbatim *> N is INTEGER *> The number of random numbers to be generated. *> \endverbatim *> *> \param[out] X *> \verbatim *> X is COMPLEX*16 array, dimension (N) *> The generated random numbers. *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \ingroup larnv * *> \par Further Details: * ===================== *> *> \verbatim *> *> 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. *> \endverbatim *> * ===================================================================== SUBROUTINE ZLARNV( IDIST, ISEED, N, X ) * * -- LAPACK auxiliary routine -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * * .. Scalar Arguments .. INTEGER IDIST, N * .. * .. Array Arguments .. INTEGER ISEED( 4 ) COMPLEX*16 X( * ) * .. * * ===================================================================== * * .. Parameters .. DOUBLE PRECISION ZERO, ONE, TWO PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0, TWO = 2.0D+0 ) INTEGER LV PARAMETER ( LV = 128 ) DOUBLE PRECISION TWOPI PARAMETER ( TWOPI = 6.28318530717958647692528676655900576839D+0 ) * .. * .. Local Scalars .. INTEGER I, IL, IV * .. * .. Local Arrays .. DOUBLE PRECISION U( LV ) * .. * .. Intrinsic Functions .. INTRINSIC DCMPLX, EXP, LOG, MIN, SQRT * .. * .. External Subroutines .. EXTERNAL DLARUV * .. * .. Executable Statements .. * DO 60 IV = 1, N, LV / 2 IL = MIN( LV / 2, N-IV+1 ) * * Call DLARUV to generate 2*IL real numbers from a uniform (0,1) * distribution (2*IL <= LV) * CALL DLARUV( ISEED, 2*IL, U ) * IF( IDIST.EQ.1 ) THEN * * Copy generated numbers * DO 10 I = 1, IL X( IV+I-1 ) = DCMPLX( U( 2*I-1 ), U( 2*I ) ) 10 CONTINUE ELSE IF( IDIST.EQ.2 ) THEN * * Convert generated numbers to uniform (-1,1) distribution * DO 20 I = 1, IL X( IV+I-1 ) = DCMPLX( TWO*U( 2*I-1 )-ONE, $ TWO*U( 2*I )-ONE ) 20 CONTINUE ELSE IF( IDIST.EQ.3 ) THEN * * Convert generated numbers to normal (0,1) distribution * DO 30 I = 1, IL X( IV+I-1 ) = SQRT( -TWO*LOG( U( 2*I-1 ) ) )* $ EXP( DCMPLX( ZERO, TWOPI*U( 2*I ) ) ) 30 CONTINUE ELSE IF( IDIST.EQ.4 ) THEN * * Convert generated numbers to complex numbers uniformly * distributed on the unit disk * DO 40 I = 1, IL X( IV+I-1 ) = SQRT( U( 2*I-1 ) )* $ EXP( DCMPLX( ZERO, TWOPI*U( 2*I ) ) ) 40 CONTINUE ELSE IF( IDIST.EQ.5 ) THEN * * Convert generated numbers to complex numbers uniformly * distributed on the unit circle * DO 50 I = 1, IL X( IV+I-1 ) = EXP( DCMPLX( ZERO, TWOPI*U( 2*I ) ) ) 50 CONTINUE END IF 60 CONTINUE RETURN * * End of ZLARNV * END