#include "f2c.h" #include "ranlib.h" void urnmvn(int k, double *u, int ldu, double *x) #define U(I,J) u[(I) + (J)* ( ldu)] { int i,j; float eps; dset(k,0.0,x,1); for (j=0; j<=k-1; j++) { eps=gennor(0,1); for (i=0; i<=j; i++) x[i]=U(i,j)*eps; } }