131 lines
3.9 KiB
FortranFixed
131 lines
3.9 KiB
FortranFixed
SUBROUTINE CLARNV( IDIST, ISEED, N, X )
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*
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* -- LAPACK auxiliary routine (version 3.1) --
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* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
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* November 2006
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*
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* .. Scalar Arguments ..
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INTEGER IDIST, N
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* ..
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* .. Array Arguments ..
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INTEGER ISEED( 4 )
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COMPLEX X( * )
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* ..
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*
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* Purpose
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* =======
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*
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* CLARNV returns a vector of n random complex numbers from a uniform or
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* normal distribution.
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*
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* Arguments
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* =========
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*
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* IDIST (input) INTEGER
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* Specifies the distribution of the random numbers:
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* = 1: real and imaginary parts each uniform (0,1)
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* = 2: real and imaginary parts each uniform (-1,1)
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* = 3: real and imaginary parts each normal (0,1)
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* = 4: uniformly distributed on the disc abs(z) < 1
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* = 5: uniformly distributed on the circle abs(z) = 1
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*
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* ISEED (input/output) INTEGER array, dimension (4)
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* On entry, the seed of the random number generator; the array
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* elements must be between 0 and 4095, and ISEED(4) must be
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* odd.
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* On exit, the seed is updated.
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*
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* N (input) INTEGER
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* The number of random numbers to be generated.
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*
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* X (output) COMPLEX array, dimension (N)
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* The generated random numbers.
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*
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* Further Details
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* ===============
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*
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* This routine calls the auxiliary routine SLARUV to generate random
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* real numbers from a uniform (0,1) distribution, in batches of up to
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* 128 using vectorisable code. The Box-Muller method is used to
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* transform numbers from a uniform to a normal distribution.
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*
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* =====================================================================
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*
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* .. Parameters ..
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REAL ZERO, ONE, TWO
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PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0, TWO = 2.0E+0 )
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INTEGER LV
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PARAMETER ( LV = 128 )
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REAL TWOPI
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PARAMETER ( TWOPI = 6.2831853071795864769252867663E+0 )
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* ..
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* .. Local Scalars ..
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INTEGER I, IL, IV
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* ..
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* .. Local Arrays ..
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REAL U( LV )
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* ..
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* .. Intrinsic Functions ..
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INTRINSIC CMPLX, EXP, LOG, MIN, SQRT
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* ..
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* .. External Subroutines ..
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EXTERNAL SLARUV
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* ..
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* .. Executable Statements ..
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*
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DO 60 IV = 1, N, LV / 2
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IL = MIN( LV / 2, N-IV+1 )
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*
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* Call SLARUV to generate 2*IL real numbers from a uniform (0,1)
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* distribution (2*IL <= LV)
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*
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CALL SLARUV( ISEED, 2*IL, U )
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*
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IF( IDIST.EQ.1 ) THEN
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*
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* Copy generated numbers
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*
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DO 10 I = 1, IL
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X( IV+I-1 ) = CMPLX( U( 2*I-1 ), U( 2*I ) )
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10 CONTINUE
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ELSE IF( IDIST.EQ.2 ) THEN
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*
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* Convert generated numbers to uniform (-1,1) distribution
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*
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DO 20 I = 1, IL
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X( IV+I-1 ) = CMPLX( TWO*U( 2*I-1 )-ONE,
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$ TWO*U( 2*I )-ONE )
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20 CONTINUE
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ELSE IF( IDIST.EQ.3 ) THEN
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*
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* Convert generated numbers to normal (0,1) distribution
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*
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DO 30 I = 1, IL
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X( IV+I-1 ) = SQRT( -TWO*LOG( U( 2*I-1 ) ) )*
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$ EXP( CMPLX( ZERO, TWOPI*U( 2*I ) ) )
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30 CONTINUE
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ELSE IF( IDIST.EQ.4 ) THEN
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*
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* Convert generated numbers to complex numbers uniformly
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* distributed on the unit disk
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*
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DO 40 I = 1, IL
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X( IV+I-1 ) = SQRT( U( 2*I-1 ) )*
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$ EXP( CMPLX( ZERO, TWOPI*U( 2*I ) ) )
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40 CONTINUE
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ELSE IF( IDIST.EQ.5 ) THEN
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*
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* Convert generated numbers to complex numbers uniformly
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* distributed on the unit circle
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*
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DO 50 I = 1, IL
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X( IV+I-1 ) = EXP( CMPLX( ZERO, TWOPI*U( 2*I ) ) )
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50 CONTINUE
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END IF
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60 CONTINUE
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RETURN
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*
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* End of CLARNV
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*
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END
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