PROGRAM g05lyfe ! G05LYF Example Program Text ! Mark 23 Release. NAG Copyright 2011. ! .. Use Statements .. USE nag_library, ONLY : g05kbf, g05lyf, nag_wp ! .. Implicit None Statement .. IMPLICIT NONE ! .. Parameters .. INTEGER, PARAMETER :: ldc = 5, ldx = 100 INTEGER, PARAMETER :: lr = ldc*ldc + ldc + 1 INTEGER, PARAMETER :: nout = 6 ! .. Local Scalars .. INTEGER :: i, ifail, igen, j, m, mode, n ! .. Local Arrays .. REAL (KIND=nag_wp) :: c(ldc,ldc), r(lr), x(ldx,ldc), & xmu(ldc) INTEGER :: iseed(4) ! .. Executable Statements .. WRITE (nout,*) 'G05LYF Example Program Results' WRITE (nout,*) ! Initialize the seed to a repeatable sequence iseed(1) = 1762543 iseed(2) = 9324783 iseed(3) = 42344 iseed(4) = 742355 ! Choose the random generator to use igen = 1 ! Initialize the random generator CALL g05kbf(igen,iseed) ! Set the number of variables and variates m = 4 n = 10 ! Input the upper triangle portion of the covariance matrix c(1,1) = 1.69E0_nag_wp c(1,2) = 0.39E0_nag_wp c(1,3) = -1.86E0_nag_wp c(1,4) = 0.07E0_nag_wp c(2,2) = 98.01E0_nag_wp c(2,3) = -7.07E0_nag_wp c(2,4) = -0.71E0_nag_wp c(3,3) = 11.56E0_nag_wp c(3,4) = 0.03E0_nag_wp c(4,4) = 0.01E0_nag_wp ! Input the means xmu(1) = 1.0E0_nag_wp xmu(2) = 2.0E0_nag_wp xmu(3) = -3.0E0_nag_wp xmu(4) = 0.0E0_nag_wp mode = 0 ifail = 1 ! Set up reference vector and generate N numbers CALL g05lyf(mode,m,xmu,c,ldc,n,x,ldx,igen,iseed,r,lr,ifail) IF (ifail==0) THEN ! Display the results DO i = 1, n WRITE (nout,99999) (x(i,j),j=1,m) END DO ELSE WRITE (nout,99998) ifail END IF 99999 FORMAT (1X,10F10.4) 99998 FORMAT (1X,' ** G05LYF returned with IFAIL = ',I5) END PROGRAM g05lyfe