SLARNV(1) LAPACK auxiliary routine (version 3.2) SLARNV(1)NAME
SLARNV - returns a vector of n random real numbers from a uniform or
normal distribution
SYNOPSIS
SUBROUTINE SLARNV( IDIST, ISEED, N, X )
INTEGER IDIST, N
INTEGER ISEED( 4 )
REAL X( * )
PURPOSE
SLARNV returns a vector of n random real numbers from a uniform or nor‐
mal 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) REAL array, dimension (N)
The generated random numbers.
FURTHER DETAILS
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 (versioNovember 2008 SLARNV(1)
