slarnd.f

来自「famous linear algebra library (LAPACK) p」· F 代码 · 共 88 行

      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