numeric-linalg

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*> \brief \b DLARND
*
*  =========== DOCUMENTATION ===========
*
* Online html documentation available at
*            http://www.netlib.org/lapack/explore-html/
*
*  Definition:
*  ===========
*
*       DOUBLE PRECISION FUNCTION DLARND( IDIST, ISEED )
*
*       .. Scalar Arguments ..
*       INTEGER            IDIST
*       ..
*       .. Array Arguments ..
*       INTEGER            ISEED( 4 )
*       ..
*
*
*> \par Purpose:
*  =============
*>
*> \verbatim
*>
*> DLARND returns a random real number from a uniform or normal
*> distribution.
*> \endverbatim
*
*  Arguments:
*  ==========
*
*> \param[in] IDIST
*> \verbatim
*>          IDIST is INTEGER
*>          Specifies the distribution of the random numbers:
*>          = 1:  uniform (0,1)
*>          = 2:  uniform (-1,1)
*>          = 3:  normal (0,1)
*> \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 double_matgen
*
*> \par Further Details:
*  =====================
*>
*> \verbatim
*>
*>  This routine calls the auxiliary routine DLARAN 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
*>
*  =====================================================================
      DOUBLE PRECISION FUNCTION DLARND( 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 ..
      DOUBLE PRECISION   ONE, TWO
      PARAMETER          ( ONE = 1.0D+0, TWO = 2.0D+0 )
      DOUBLE PRECISION   TWOPI
      PARAMETER  ( TWOPI = 6.28318530717958647692528676655900576839D+0 )
*     ..
*     .. Local Scalars ..
      DOUBLE PRECISION   T1, T2
*     ..
*     .. External Functions ..
      DOUBLE PRECISION   DLARAN
      EXTERNAL           DLARAN
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          COS, LOG, SQRT
*     ..
*     .. Executable Statements ..
*
*     Generate a real random number from a uniform (0,1) distribution
*
      T1 = DLARAN( ISEED )
*
      IF( IDIST.EQ.1 ) THEN
*
*        uniform (0,1)
*
         DLARND = T1
      ELSE IF( IDIST.EQ.2 ) THEN
*
*        uniform (-1,1)
*
         DLARND = TWO*T1 - ONE
      ELSE IF( IDIST.EQ.3 ) THEN
*
*        normal (0,1)
*
         T2 = DLARAN( ISEED )
         DLARND = SQRT( -TWO*LOG( T1 ) )*COS( TWOPI*T2 )
      END IF
      RETURN
*
*     End of DLARND
*
      END