LAPACK 3.11.0
LAPACK: Linear Algebra PACKage

◆ dlaruv()

subroutine dlaruv ( integer, dimension( 4 )  ISEED,
integer  N,
double precision, dimension( n )  X 
)

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

Download DLARUV + dependencies [TGZ] [ZIP] [TXT]

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
[in,out]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.
[in]N
          N is INTEGER
          The number of random numbers to be generated. N <= 128.
[out]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.