00001 /* dlarnd.f -- translated by f2c (version 20061008). 00002 You must link the resulting object file with libf2c: 00003 on Microsoft Windows system, link with libf2c.lib; 00004 on Linux or Unix systems, link with .../path/to/libf2c.a -lm 00005 or, if you install libf2c.a in a standard place, with -lf2c -lm 00006 -- in that order, at the end of the command line, as in 00007 cc *.o -lf2c -lm 00008 Source for libf2c is in /netlib/f2c/libf2c.zip, e.g., 00009 00010 http://www.netlib.org/f2c/libf2c.zip 00011 */ 00012 00013 #include "f2c.h" 00014 #include "blaswrap.h" 00015 00016 doublereal dlarnd_(integer *idist, integer *iseed) 00017 { 00018 /* System generated locals */ 00019 doublereal ret_val; 00020 00021 /* Builtin functions */ 00022 double log(doublereal), sqrt(doublereal), cos(doublereal); 00023 00024 /* Local variables */ 00025 doublereal t1, t2; 00026 extern doublereal dlaran_(integer *); 00027 00028 00029 /* -- LAPACK auxiliary routine (version 3.1) -- */ 00030 /* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */ 00031 /* November 2006 */ 00032 00033 /* .. Scalar Arguments .. */ 00034 /* .. */ 00035 /* .. Array Arguments .. */ 00036 /* .. */ 00037 00038 /* Purpose */ 00039 /* ======= */ 00040 00041 /* DLARND returns a random real number from a uniform or normal */ 00042 /* distribution. */ 00043 00044 /* Arguments */ 00045 /* ========= */ 00046 00047 /* IDIST (input) INTEGER */ 00048 /* Specifies the distribution of the random numbers: */ 00049 /* = 1: uniform (0,1) */ 00050 /* = 2: uniform (-1,1) */ 00051 /* = 3: normal (0,1) */ 00052 00053 /* ISEED (input/output) INTEGER array, dimension (4) */ 00054 /* On entry, the seed of the random number generator; the array */ 00055 /* elements must be between 0 and 4095, and ISEED(4) must be */ 00056 /* odd. */ 00057 /* On exit, the seed is updated. */ 00058 00059 /* Further Details */ 00060 /* =============== */ 00061 00062 /* This routine calls the auxiliary routine DLARAN to generate a random */ 00063 /* real number from a uniform (0,1) distribution. The Box-Muller method */ 00064 /* is used to transform numbers from a uniform to a normal distribution. */ 00065 00066 /* ===================================================================== */ 00067 00068 /* .. Parameters .. */ 00069 /* .. */ 00070 /* .. Local Scalars .. */ 00071 /* .. */ 00072 /* .. External Functions .. */ 00073 /* .. */ 00074 /* .. Intrinsic Functions .. */ 00075 /* .. */ 00076 /* .. Executable Statements .. */ 00077 00078 /* Generate a real random number from a uniform (0,1) distribution */ 00079 00080 /* Parameter adjustments */ 00081 --iseed; 00082 00083 /* Function Body */ 00084 t1 = dlaran_(&iseed[1]); 00085 00086 if (*idist == 1) { 00087 00088 /* uniform (0,1) */ 00089 00090 ret_val = t1; 00091 } else if (*idist == 2) { 00092 00093 /* uniform (-1,1) */ 00094 00095 ret_val = t1 * 2. - 1.; 00096 } else if (*idist == 3) { 00097 00098 /* normal (0,1) */ 00099 00100 t2 = dlaran_(&iseed[1]); 00101 ret_val = sqrt(log(t1) * -2.) * cos(t2 * 00102 6.2831853071795864769252867663); 00103 } 00104 return ret_val; 00105 00106 /* End of DLARND */ 00107 00108 } /* dlarnd_ */