- SUBROUTINE CLARNV(
- IDIST, ISEED, N, X )
- INTEGER IDIST, N
- INTEGER ISEED( 4 )
- COMPLEX X( * )
PURPOSECLARNV returns a vector of n random complex numbers from a uniform or normal distribution.
- 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 array, dimension (N)
- The generated random numbers.
FURTHER DETAILSThis 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.