88 lines
2.2 KiB
FortranFixed
88 lines
2.2 KiB
FortranFixed
DOUBLE PRECISION FUNCTION DLARND( IDIST, ISEED )
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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
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* ..
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* .. Array Arguments ..
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INTEGER ISEED( 4 )
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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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* DLARND returns a random real number from a uniform or normal
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* 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: uniform (0,1)
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* = 2: uniform (-1,1)
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* = 3: normal (0,1)
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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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* Further Details
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* ===============
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*
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* This routine calls the auxiliary routine DLARAN to generate a random
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* real number from a uniform (0,1) distribution. The Box-Muller method
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* is used to 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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DOUBLE PRECISION ONE, TWO
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PARAMETER ( ONE = 1.0D+0, TWO = 2.0D+0 )
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DOUBLE PRECISION TWOPI
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PARAMETER ( TWOPI = 6.2831853071795864769252867663D+0 )
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* ..
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* .. Local Scalars ..
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DOUBLE PRECISION T1, T2
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* ..
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* .. External Functions ..
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DOUBLE PRECISION DLARAN
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EXTERNAL DLARAN
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* ..
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* .. Intrinsic Functions ..
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INTRINSIC COS, LOG, SQRT
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* ..
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* .. Executable Statements ..
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*
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* Generate a real random number from a uniform (0,1) distribution
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*
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T1 = DLARAN( ISEED )
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*
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IF( IDIST.EQ.1 ) THEN
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*
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* uniform (0,1)
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*
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DLARND = T1
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ELSE IF( IDIST.EQ.2 ) THEN
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*
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* uniform (-1,1)
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*
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DLARND = TWO*T1 - ONE
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ELSE IF( IDIST.EQ.3 ) THEN
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*
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* normal (0,1)
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*
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T2 = DLARAN( ISEED )
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DLARND = SQRT( -TWO*LOG( T1 ) )*COS( TWOPI*T2 )
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END IF
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RETURN
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*
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* End of DLARND
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*
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END
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