NAG Library Function Document

nag_rngs_uniform (g05lgc)

+− Contents

1 Purpose

nag_rngs_uniform (g05lgc) generates a vector of pseudorandom numbers uniformly distributed over the interval

[a, b]

#include <nag.h>

#include <nagg05.h>

void	nag_rngs_uniform (double a, double b, Integer n, double x[], Integer igen, Integer iseed[], NagError *fail)

a = 0

and

b = 1

, nag_rngs_uniform (g05lgc) returns the next

n

values

y_{i}

from a uniform

(0, 1)

generator (see nag_rngs_basic (g05kac) for details).

For other values of

a

and

b

, nag_rngs_uniform (g05lgc) applies the transformation

x_{i} = a + (b - a) y_{i} .

The function ensures that the values

x_{i}

lie in the closed interval

[a, b]

If computing sequentially and using the same generator, nag_rngs_uniform (g05lgc) always generates exactly the same pseudorandom numbers as would

n

consecutive calls of nag_rngs_basic (g05kac) and on many machines is likely to be much faster.

One of the initialization functions nag_rngs_init_repeatable (g05kbc) (for a repeatable sequence if computed sequentially) or nag_rngs_init_nonrepeatable (g05kcc) (for a non-repeatable sequence) must be called prior to the first call to nag_rngs_uniform (g05lgc).

Knuth D E (1981) The Art of Computer Programming (Volume 2) (2nd Edition) Addison–Wesley

1: a – doubleInput
2: b – doubleInput: On entry: the end points $a$ and $b$ of the uniform distribution.
Constraint: $a \leq b$ .
3: n – IntegerInput: On entry: $n$ , the number of pseudorandom numbers to be generated.
Constraint: $n \geq 0$ .
4: x[n] – doubleOutput: On exit: the $n$ pseudorandom numbers from the specified uniform distribution.
5: igen – IntegerInput: On entry: must contain the identification number for the generator to be used to return a pseudorandom number and should remain unchanged following initialization by a prior call to nag_rngs_init_repeatable (g05kbc) or nag_rngs_init_nonrepeatable (g05kcc).
6: iseed[ $4$ ] – IntegerCommunication Array: On entry: contains values which define the current state of the selected generator.
On exit: contains updated values defining the new state of the selected generator.
7: fail – NagError *Input/Output: The NAG error argument (see Section 3.6 in the Essential Introduction).

NE_BAD_PARAM: On entry, argument $〈value〉$ had an illegal value.
NE_INT: On entry, $n = 〈value〉$ .
Constraint: $n \geq 0$ .
NE_INTERNAL_ERROR: 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 for assistance.
NE_REAL_2: On entry, $a = 〈value〉$ and $b = 〈value〉$ .
Constraint: $b \geq a$ .