nag_rand_uniform (g05sqc) (PDF version)
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NAG C Library Manual

NAG Library Function Document

nag_rand_uniform (g05sqc)

+ Contents

    1  Purpose
    7  Accuracy

1  Purpose

nag_rand_uniform (g05sqc) generates a vector of pseudorandom numbers uniformly distributed over the interval a,b.

2  Specification

#include <nag.h>
#include <nagg05.h>
void  nag_rand_uniform (Integer n, double a, double b, Integer state[], double x[], NagError *fail)

3  Description

If a=0 and b=1, nag_rand_uniform (g05sqc) returns the next n values yi from a uniform 0,1 generator (see nag_rand_basic (g05sac) for details).
For other values of a and b, nag_rand_uniform (g05sqc) applies the transformation
The function ensures that the values xi lie in the closed interval a,b.
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_uniform (g05sqc).

4  References

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

5  Arguments

1:     nIntegerInput
On entry: n, the number of pseudorandom numbers to be generated.
Constraint: n0.
2:     adoubleInput
3:     bdoubleInput
On entry: the end points a and b of the uniform distribution.
Constraint: ab.
4:     state[dim]IntegerCommunication Array
Note: 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.
5:     x[n]doubleOutput
On exit: the n pseudorandom numbers from the specified uniform distribution.
6:     failNagError *Input/Output
The NAG error argument (see Section 3.6 in the Essential Introduction).

6  Error Indicators and Warnings

On entry, argument value had an illegal value.
On entry, n=value.
Constraint: n0.
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.
On entry, state vector has been corrupted or not initialized.
On entry, a=value and b=value.
Constraint: ba.

7  Accuracy

Not applicable.

8  Further Comments

Although yi takes a value from the half closed interval 0,1 and xi=a+b-ayi, xi is documented as taking values from the closed interval a,b. This is because for some values of a and b, nag_rand_uniform (g05sqc) may return a value of a due to numerical rounding.

9  Example

This example prints five pseudorandom numbers from a uniform distribution between -1.0 and 1.0, generated by a single call to nag_rand_uniform (g05sqc), after initialization by nag_rand_init_repeatable (g05kfc).

9.1  Program Text

Program Text (g05sqce.c)

9.2  Program Data


9.3  Program Results

Program Results (g05sqce.r)

nag_rand_uniform (g05sqc) (PDF version)
g05 Chapter Contents
g05 Chapter Introduction
NAG C Library Manual

© The Numerical Algorithms Group Ltd, Oxford, UK. 2012