dlarnv (l) - Linux Manuals

dlarnv: returns a vector of n random real numbers from a uniform or normal distribution

NAME

DLARNV - returns a vector of n random real numbers from a uniform or normal distribution

SYNOPSIS

SUBROUTINE DLARNV(
IDIST, ISEED, N, X )

    
INTEGER IDIST, N

    
INTEGER ISEED( 4 )

    
DOUBLE PRECISION X( * )

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.

Pages related to dlarnv

  • dlarnv (3)
  • dlar1v (l) - computes the (scaled) r-th column of the inverse of the sumbmatrix in rows B1 through BN of the tridiagonal matrix L D L^T - sigma I
  • dlar2v (l) - applies a vector of real plane rotations from both sides to a sequence of 2-by-2 real symmetric matrices, defined by the elements of the vectors x, y and z
  • dlarf (l) - applies a real elementary reflector H to a real m by n matrix C, from either the left or the right
  • dlarfb (l) - applies a real block reflector H or its transpose Haq to a real m by n matrix C, from either the left or the right
  • dlarfg (l) - generates a real elementary reflector H of order n, such that H * ( alpha ) = ( beta ), Haq * H = I
  • dlarfp (l) - generates a real elementary reflector H of order n, such that H * ( alpha ) = ( beta ), Haq * H = I
  • dlarft (l) - forms the triangular factor T of a real block reflector H of order n, which is defined as a product of k elementary reflectors
  • dlarfx (l) - applies a real elementary reflector H to a real m by n matrix C, from either the left or the right
  • dlargv (l) - generates a vector of real plane rotations, determined by elements of the real vectors x and y