nag_rand_uniform (g05sqc) (PDF version)
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g05 Chapter Introduction
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
xi=a+b-ayi.
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

NE_BAD_PARAM
On entry, argument value had an illegal value.
NE_INT
On entry, n=value.
Constraint: n0.
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_INVALID_STATE
On entry, state vector has been corrupted or not initialized.
NE_REAL_2
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

None.

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