numeric-linalg
Educational material on the SciPy implementation of numerical linear algebra algorithms
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| lapack/TESTING/MATGEN/clarnd.f | 3858B | -rw-r--r-- |
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*> \brief \b CLARND * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * * Definition: * =========== * * COMPLEX FUNCTION CLARND( IDIST, ISEED ) * * .. Scalar Arguments .. * INTEGER IDIST * .. * .. Array Arguments .. * INTEGER ISEED( 4 ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> CLARND returns a random complex number 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 * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \ingroup complex_matgen * *> \par Further Details: * ===================== *> *> \verbatim *> *> 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. *> \endverbatim *> * ===================================================================== COMPLEX FUNCTION CLARND( IDIST, ISEED ) * * -- 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 * .. * .. Array Arguments .. INTEGER ISEED( 4 ) * .. * * ===================================================================== * * .. Parameters .. REAL ZERO, ONE, TWO PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0, TWO = 2.0E+0 ) REAL TWOPI PARAMETER ( TWOPI = 6.28318530717958647692528676655900576839E+0 ) * .. * .. Local Scalars .. REAL T1, T2 * .. * .. External Functions .. REAL SLARAN EXTERNAL SLARAN * .. * .. Intrinsic Functions .. INTRINSIC CMPLX, EXP, LOG, SQRT * .. * .. Executable Statements .. * * Generate a pair of real random numbers from a uniform (0,1) * distribution * T1 = SLARAN( ISEED ) T2 = SLARAN( ISEED ) * IF( IDIST.EQ.1 ) THEN * * real and imaginary parts each uniform (0,1) * CLARND = CMPLX( T1, T2 ) ELSE IF( IDIST.EQ.2 ) THEN * * real and imaginary parts each uniform (-1,1) * CLARND = CMPLX( TWO*T1-ONE, TWO*T2-ONE ) ELSE IF( IDIST.EQ.3 ) THEN * * real and imaginary parts each normal (0,1) * CLARND = SQRT( -TWO*LOG( T1 ) )* $ EXP( CMPLX( ZERO, TWOPI*T2 ) ) ELSE IF( IDIST.EQ.4 ) THEN * * uniform distribution on the unit disc abs(z) <= 1 * CLARND = SQRT( T1 )*EXP( CMPLX( ZERO, TWOPI*T2 ) ) ELSE IF( IDIST.EQ.5 ) THEN * * uniform distribution on the unit circle abs(z) = 1 * CLARND = EXP( CMPLX( ZERO, TWOPI*T2 ) ) END IF RETURN * * End of CLARND * END