summaryrefslogtreecommitdiff
path: root/SRC/clarnv.f
blob: cff589716ff48f88b0ab68f3341e46e8813cb18b (plain)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
*> \brief \b CLARNV returns a vector of random numbers from a uniform or normal distribution.
*
*  =========== DOCUMENTATION ===========
*
* Online html documentation available at 
*            http://www.netlib.org/lapack/explore-html/ 
*
*> \htmlonly
*> Download CLARNV + dependencies 
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/clarnv.f"> 
*> [TGZ]</a> 
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/clarnv.f"> 
*> [ZIP]</a> 
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/clarnv.f"> 
*> [TXT]</a>
*> \endhtmlonly 
*
*  Definition:
*  ===========
*
*       SUBROUTINE CLARNV( IDIST, ISEED, N, X )
* 
*       .. Scalar Arguments ..
*       INTEGER            IDIST, N
*       ..
*       .. Array Arguments ..
*       INTEGER            ISEED( 4 )
*       COMPLEX            X( * )
*       ..
*  
*
*> \par Purpose:
*  =============
*>
*> \verbatim
*>
*> CLARNV returns a vector of n random complex numbers from a uniform or
*> normal distribution.
*> \endverbatim
*
*  Arguments:
*  ==========
*
*> \param[in] IDIST
*> \verbatim
*>          IDIST is INTEGER
*>          Specifies the distribution of the random numbers:
*>          = 1:  real and imaginary parts each uniform (0,1)
*>          = 2:  real and imaginary parts each uniform (-1,1)
*>          = 3:  real and imaginary parts each normal (0,1)
*>          = 4:  uniformly distributed on the disc abs(z) < 1
*>          = 5:  uniformly distributed on the circle abs(z) = 1
*> \endverbatim
*>
*> \param[in,out] ISEED
*> \verbatim
*>          ISEED is 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.
*> \endverbatim
*>
*> \param[in] N
*> \verbatim
*>          N is INTEGER
*>          The number of random numbers to be generated.
*> \endverbatim
*>
*> \param[out] X
*> \verbatim
*>          X is COMPLEX array, dimension (N)
*>          The generated random numbers.
*> \endverbatim
*
*  Authors:
*  ========
*
*> \author Univ. of Tennessee 
*> \author Univ. of California Berkeley 
*> \author Univ. of Colorado Denver 
*> \author NAG Ltd. 
*
*> \date November 2011
*
*> \ingroup complexOTHERauxiliary
*
*> \par Further Details:
*  =====================
*>
*> \verbatim
*>
*>  This routine calls the auxiliary routine SLARUV 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.
*> \endverbatim
*>
*  =====================================================================
      SUBROUTINE CLARNV( IDIST, ISEED, N, X )
*
*  -- LAPACK auxiliary routine (version 3.4.0) --
*  -- LAPACK is a software package provided by Univ. of Tennessee,    --
*  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
*     November 2011
*
*     .. Scalar Arguments ..
      INTEGER            IDIST, N
*     ..
*     .. Array Arguments ..
      INTEGER            ISEED( 4 )
      COMPLEX            X( * )
*     ..
*
*  =====================================================================
*
*     .. Parameters ..
      REAL               ZERO, ONE, TWO
      PARAMETER          ( ZERO = 0.0E+0, ONE = 1.0E+0, TWO = 2.0E+0 )
      INTEGER            LV
      PARAMETER          ( LV = 128 )
      REAL               TWOPI
      PARAMETER          ( TWOPI = 6.2831853071795864769252867663E+0 )
*     ..
*     .. Local Scalars ..
      INTEGER            I, IL, IV
*     ..
*     .. Local Arrays ..
      REAL               U( LV )
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          CMPLX, EXP, LOG, MIN, SQRT
*     ..
*     .. External Subroutines ..
      EXTERNAL           SLARUV
*     ..
*     .. Executable Statements ..
*
      DO 60 IV = 1, N, LV / 2
         IL = MIN( LV / 2, N-IV+1 )
*
*        Call SLARUV to generate 2*IL real numbers from a uniform (0,1)
*        distribution (2*IL <= LV)
*
         CALL SLARUV( ISEED, 2*IL, U )
*
         IF( IDIST.EQ.1 ) THEN
*
*           Copy generated numbers
*
            DO 10 I = 1, IL
               X( IV+I-1 ) = CMPLX( U( 2*I-1 ), U( 2*I ) )
   10       CONTINUE
         ELSE IF( IDIST.EQ.2 ) THEN
*
*           Convert generated numbers to uniform (-1,1) distribution
*
            DO 20 I = 1, IL
               X( IV+I-1 ) = CMPLX( TWO*U( 2*I-1 )-ONE,
     $                       TWO*U( 2*I )-ONE )
   20       CONTINUE
         ELSE IF( IDIST.EQ.3 ) THEN
*
*           Convert generated numbers to normal (0,1) distribution
*
            DO 30 I = 1, IL
               X( IV+I-1 ) = SQRT( -TWO*LOG( U( 2*I-1 ) ) )*
     $                       EXP( CMPLX( ZERO, TWOPI*U( 2*I ) ) )
   30       CONTINUE
         ELSE IF( IDIST.EQ.4 ) THEN
*
*           Convert generated numbers to complex numbers uniformly
*           distributed on the unit disk
*
            DO 40 I = 1, IL
               X( IV+I-1 ) = SQRT( U( 2*I-1 ) )*
     $                       EXP( CMPLX( ZERO, TWOPI*U( 2*I ) ) )
   40       CONTINUE
         ELSE IF( IDIST.EQ.5 ) THEN
*
*           Convert generated numbers to complex numbers uniformly
*           distributed on the unit circle
*
            DO 50 I = 1, IL
               X( IV+I-1 ) = EXP( CMPLX( ZERO, TWOPI*U( 2*I ) ) )
   50       CONTINUE
         END IF
   60 CONTINUE
      RETURN
*
*     End of CLARNV
*
      END