nag_rand_basic (g05sac) (PDF version)
g05 Chapter Contents
g05 Chapter Introduction
NAG Library Manual

NAG Library Function Document

nag_rand_basic (g05sac)

+ Contents

    1  Purpose
    7  Accuracy

1  Purpose

nag_rand_basic (g05sac) generates a vector of pseudorandom numbers taken from a uniform distribution between 0 and 1.

2  Specification

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

3  Description

nag_rand_basic (g05sac) generates n values from a uniform distribution over the half closed interval 0,1.
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_basic (g05sac).

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:     state[dim]IntegerCommunication Array
Note: the dimension, dim, of this array is dictated by the requirements of associated functions that must have been previously called. This array MUST be the same array passed as argument state in the previous call to 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.
3:     x[n]doubleOutput
On exit: the n pseudorandom numbers from a uniform distribution over the half closed interval 0,1.
4:     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.

7  Accuracy

Not applicable.

8  Parallelism and Performance

Not applicable.

9  Further Comments

None.

10  Example

This example prints the first five pseudorandom numbers from a uniform distribution between 0 and 1, generated by nag_rand_basic (g05sac) after initialization by nag_rand_init_repeatable (g05kfc).

10.1  Program Text

Program Text (g05sace.c)

10.2  Program Data

None.

10.3  Program Results

Program Results (g05sace.r)


nag_rand_basic (g05sac) (PDF version)
g05 Chapter Contents
g05 Chapter Introduction
NAG Library Manual

© The Numerical Algorithms Group Ltd, Oxford, UK. 2014