CLARNV(3) LAPACK routine of NEC Numeric Library Collection CLARNV(3)
NAME
CLARNV
SYNOPSIS
SUBROUTINE CLARNV (IDIST, ISEED, N, X)
PURPOSE
CLARNV returns a vector of n random complex numbers from a uniform or
normal distribution.
ARGUMENTS
IDIST (input)
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
ISEED (input/output)
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.
N (input)
N is INTEGER
The number of random numbers to be generated.
X (output)
X is COMPLEX array, dimension (N)
The generated random numbers.
FURTHER DETAILS
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.
LAPACK routine 31 October 2017 CLARNV(3)