/* nag_return_multi_normal (g05ezc) Example Program. * * Copyright 1991 Numerical Algorithms Group. * * Mark 2, 1991. * * Mark 3 revised, 1994. */ #include #include #include #include #define N 2 #define TDC N int main(void) { Integer i, j; double a[N], c[N][TDC], z[N]; double *r; double eps = 0.01; Vprintf("nag_return_multi_normal (g05ezc) Example Program Results\n"); a[0] = 1.0; a[1] = 2.0; c[0][0] = 2.0; c[1][1] = 3.0; c[0][1] = 1.0; c[1][0] = 1.0; /* nag_random_init_repeatable (g05cbc). * Initialize random number generating functions to give * repeatable sequence */ nag_random_init_repeatable((Integer)0); /* nag_ref_vec_multi_normal (g05eac). * Set up reference vector for multivariate Normal * distribution */ nag_ref_vec_multi_normal(a, (Integer)N, &c[0][0], (Integer)TDC, eps, &r, NAGERR_DEFAULT); for (i=1; i<=5; i++) { /* nag_return_multi_normal (g05ezc). * Pseudo-random multivariate Normal vector from reference * vector */ nag_return_multi_normal(z, r); for (j=0; j<(Integer)N; j++) Vprintf("%10.4f", z[j]); Vprintf("\n"); } NAG_FREE(r); return EXIT_SUCCESS; }