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LAPACK-3

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LAPACK-3: returns a vector of n random complex numbers from a uniform or normal distribution

NAME
LAPACK-3 - returns a vector of n random complex numbers from a uniform or normal distribution
SYNOPSIS
SUBROUTINE ZLARNV( IDIST, ISEED, N, X ) INTEGER IDIST, N INTEGER ISEED( 4 ) COMPLEX*16 X( * )

PURPOSE

ZLARNV returns a vector of n random complex numbers from a uniform or normal distribution.

ARGUMENTS

IDIST (input) 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 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. N (input) INTEGER The number of random numbers to be generated. X (output) COMPLEX*16 array, dimension (N) The generated random numbers.

FURTHER DETAILS

This routine calls the auxiliary routine DLARUV 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. LAPACK auxiliary routine (versionMarch 2011 LAPACK-3(3)
 
 
 

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