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REAL FUNCTION SLARND( IDIST, ISEED )
*
* -- LAPACK auxiliary routine (version 3.1) --
* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
* November 2006
*
* .. Scalar Arguments ..
INTEGER IDIST
* ..
* .. Array Arguments ..
INTEGER ISEED( 4 )
* ..
*
* Purpose
* =======
*
* SLARND returns a random real number 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.
*
* Further Details
* ===============
*
* This routine calls the auxiliary routine SLARAN to generate a random
* real number from a uniform (0,1) distribution. The Box-Muller method
* is used to transform numbers from a uniform to a normal distribution.
*
* =====================================================================
*
* .. Parameters ..
REAL ONE, TWO
PARAMETER ( ONE = 1.0E+0, TWO = 2.0E+0 )
REAL TWOPI
PARAMETER ( TWOPI = 6.2831853071795864769252867663E+0 )
* ..
* .. Local Scalars ..
REAL T1, T2
* ..
* .. External Functions ..
REAL SLARAN
EXTERNAL SLARAN
* ..
* .. Intrinsic Functions ..
INTRINSIC COS, LOG, SQRT
* ..
* .. Executable Statements ..
*
* Generate a real random number from a uniform (0,1) distribution
*
T1 = SLARAN( ISEED )
*
IF( IDIST.EQ.1 ) THEN
*
* uniform (0,1)
*
SLARND = T1
ELSE IF( IDIST.EQ.2 ) THEN
*
* uniform (-1,1)
*
SLARND = TWO*T1 - ONE
ELSE IF( IDIST.EQ.3 ) THEN
*
* normal (0,1)
*
T2 = SLARAN( ISEED )
SLARND = SQRT( -TWO*LOG( T1 ) )*COS( TWOPI*T2 )
END IF
RETURN
*
* End of SLARND
*
END
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