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Manual

laruv

NAME
SYNOPSIS
Functions
Detailed Description
Function Documentation
subroutine dlaruv (integer, dimension( 4 ) iseed, integer n, doubleprecision, dimension( n ) x)
subroutine slaruv (integer, dimension( 4 ) iseed, integer n, real,dimension( n ) x)
Author

NAME

laruv - laruv: random uniform vector

SYNOPSIS

Functions

subroutine dlaruv (iseed, n, x)
DLARUV returns a vector of n random real numbers from a uniform distribution.
subroutine slaruv (iseed, n, x)
SLARUV returns a vector of n random real numbers from a uniform distribution.

Detailed Description

Function Documentation

subroutine dlaruv (integer, dimension( 4 ) iseed, integer n, doubleprecision, dimension( n ) x)

DLARUV returns a vector of n random real numbers from a uniform distribution.

Purpose:

DLARUV returns a vector of n random real numbers from a uniform (0,1)
distribution (n <= 128).

This is an auxiliary routine called by DLARNV and ZLARNV.

Parameters

ISEED

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

N is INTEGER
The number of random numbers to be generated. N <= 128.

X

X is DOUBLE PRECISION array, dimension (N)
The generated random numbers.

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Further Details:

This routine uses a multiplicative congruential method with modulus
2**48 and multiplier 33952834046453 (see G.S.Fishman,
’Multiplicative congruential random number generators with modulus
2**b: an exhaustive analysis for b = 32 and a partial analysis for
b = 48’, Math. Comp. 189, pp 331-344, 1990).

48-bit integers are stored in 4 integer array elements with 12 bits
per element. Hence the routine is portable across machines with
integers of 32 bits or more.

subroutine slaruv (integer, dimension( 4 ) iseed, integer n, real,dimension( n ) x)

SLARUV returns a vector of n random real numbers from a uniform distribution.

Purpose:

SLARUV returns a vector of n random real numbers from a uniform (0,1)
distribution (n <= 128).

This is an auxiliary routine called by SLARNV and CLARNV.

Parameters

ISEED

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

N is INTEGER
The number of random numbers to be generated. N <= 128.

X

X is REAL array, dimension (N)
The generated random numbers.

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Further Details:

This routine uses a multiplicative congruential method with modulus
2**48 and multiplier 33952834046453 (see G.S.Fishman,
’Multiplicative congruential random number generators with modulus
2**b: an exhaustive analysis for b = 32 and a partial analysis for
b = 48’, Math. Comp. 189, pp 331-344, 1990).

48-bit integers are stored in 4 integer array elements with 12 bits
per element. Hence the routine is portable across machines with
integers of 32 bits or more.

Author

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