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/* dlarnv.f -- translated by f2c (version 20061008).
You must link the resulting object file with libf2c:
on Microsoft Windows system, link with libf2c.lib;
on Linux or Unix systems, link with .../path/to/libf2c.a -lm
or, if you install libf2c.a in a standard place, with -lf2c -lm
-- in that order, at the end of the command line, as in
cc *.o -lf2c -lm
Source for libf2c is in /netlib/f2c/libf2c.zip, e.g.,
http://www.netlib.org/f2c/libf2c.zip
*/
#include "f2c.h"
#include "blaswrap.h"
/* Subroutine */ int dlarnv_(integer *idist, integer *iseed, integer *n,
doublereal *x)
{
/* System generated locals */
integer i__1, i__2, i__3;
/* Builtin functions */
double log(doublereal), sqrt(doublereal), cos(doublereal);
/* Local variables */
integer i__;
doublereal u[128];
integer il, iv, il2;
extern /* Subroutine */ int dlaruv_(integer *, integer *, doublereal *);
/* -- LAPACK auxiliary routine (version 3.2) -- */
/* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
/* November 2006 */
/* .. Scalar Arguments .. */
/* .. */
/* .. Array Arguments .. */
/* .. */
/* Purpose */
/* ======= */
/* DLARNV returns a vector of n random real numbers from a uniform or */
/* normal 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) DOUBLE PRECISION array, dimension (N) */
/* The generated random numbers. */
/* Further Details */
/* =============== */
/* 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. */
/* ===================================================================== */
/* .. Parameters .. */
/* .. */
/* .. Local Scalars .. */
/* .. */
/* .. Local Arrays .. */
/* .. */
/* .. Intrinsic Functions .. */
/* .. */
/* .. External Subroutines .. */
/* .. */
/* .. Executable Statements .. */
/* Parameter adjustments */
--x;
--iseed;
/* Function Body */
i__1 = *n;
for (iv = 1; iv <= i__1; iv += 64) {
/* Computing MIN */
i__2 = 64, i__3 = *n - iv + 1;
il = min(i__2,i__3);
if (*idist == 3) {
il2 = il << 1;
} else {
il2 = il;
}
/* Call DLARUV to generate IL2 numbers from a uniform (0,1) */
/* distribution (IL2 <= LV) */
dlaruv_(&iseed[1], &il2, u);
if (*idist == 1) {
/* Copy generated numbers */
i__2 = il;
for (i__ = 1; i__ <= i__2; ++i__) {
x[iv + i__ - 1] = u[i__ - 1];
/* L10: */
}
} else if (*idist == 2) {
/* Convert generated numbers to uniform (-1,1) distribution */
i__2 = il;
for (i__ = 1; i__ <= i__2; ++i__) {
x[iv + i__ - 1] = u[i__ - 1] * 2. - 1.;
/* L20: */
}
} else if (*idist == 3) {
/* Convert generated numbers to normal (0,1) distribution */
i__2 = il;
for (i__ = 1; i__ <= i__2; ++i__) {
x[iv + i__ - 1] = sqrt(log(u[(i__ << 1) - 2]) * -2.) * cos(u[(
i__ << 1) - 1] * 6.2831853071795864769252867663);
/* L30: */
}
}
/* L40: */
}
return 0;
/* End of DLARNV */
} /* dlarnv_ */
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