NAG Library Function Document
nag_rand_leap_frog (g05khc) allows for the generation of multiple, independent, sequences of pseudorandom numbers using the leap-frog method.
||nag_rand_leap_frog (Integer n,
nag_rand_leap_frog (g05khc) adjusts a base generator to allow multiple, independent, sequences of pseudorandom numbers to be generated via the leap-frog method (see the g05 Chapter Introduction
If, prior to calling nag_rand_leap_frog (g05khc) the base generator defined by state
would produce random numbers
, then after calling nag_rand_leap_frog (g05khc) the generator will produce random numbers
One of the initialization functions nag_rand_init_repeatable (g05kfc)
(for a repeatable sequence if computed sequentially) or nag_rand_init_nonrepeatable (g05kgc)
(for a non-repeatable sequence) must be called prior to the first call to nag_rand_leap_frog (g05khc).
The leap-frog algorithm can be used in conjunction with the NAG basic generator, both the Wichmann–Hill I and Wichmann–Hill II generators, the Mersenne Twister and L'Ecuyer.
Knuth D E (1981) The Art of Computer Programming (Volume 2) (2nd Edition) Addison–Wesley
n – IntegerInput
On entry: , the total number of sequences required.
k – IntegerInput
On entry: , the number of the current sequence.
state – IntegerCommunication Array
the actual argument supplied must be the array state
supplied to the initialization functions nag_rand_init_repeatable (g05kfc)
or nag_rand_init_nonrepeatable (g05kgc)
On entry: contains information on the selected base generator and its current state.
On exit: contains updated information on the state of the generator.
fail – NagError *Input/Output
The NAG error argument (see Section 3.6
in the Essential Introduction).
6 Error Indicators and Warnings
On entry, argument had an illegal value.
On entry, .
On entry, and .
On entry, cannot use leap-frog with the base generator defined by state
An internal error has occurred in this function. Check the function call and any array sizes. If the call is correct then please contact NAG
On entry, state
vector has been corrupted or not initialized.
The leap-frog method tends to be less efficient than other methods of producing multiple, independent sequences. See the g05 Chapter Introduction
for alternative choices.
This example creates three independent sequences using nag_rand_leap_frog (g05khc), after initialization by nag_rand_init_repeatable (g05kfc)
. Five variates from a uniform distribution are then generated from each sequence using nag_rand_basic (g05sac)
9.1 Program Text
Program Text (g05khce.c)
9.2 Program Data
9.3 Program Results
Program Results (g05khce.r)