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LAPACK version 3.0
dlarnv(3)

PURPOSE
  DLARNV - return a vector of n random real numbers from a uniform or normal
  distribution

SYNTAX
  SUBROUTINE DLARNV( IDIST, ISEED, N, X )

      INTEGER	     IDIST, N

      INTEGER	     ISEED( 4 )

      DOUBLE	     PRECISION X( * )

DESCRIPTION
  DLARNV returns a vector of n random real numbers from a uniform or normal
  distribution.

ARGUMENTS
  IDIST	  (input) INTEGER
	  Specifies the distribution of the random numbers:
	  = 1:	uniform (0,1)
	  = 2:	uniform (-1,1)
	  = 3:	normal (0,1)

  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) DOUBLE PRECISION 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.