/* nag_rand_leap_frog (g05khc) Example Program. * * Copyright 2008, Numerical Algorithms Group. * * Mark 9, 2009. */ /* Pre-processor includes */ #include #include #include #include #include #define STATE(I, J) state[(J - 1)*lstate + I - 1] int main(void) { /* Integer scalar and array declarations */ Integer exit_status = 0; Integer i, j, lstate; Integer *state = 0; /* NAG structures */ NagError fail; /* Double scalar and array declarations */ double *x = 0; /* Set the sample size */ Integer nv = 5; /* Set the number of streams */ Integer n = 3; /* Choose the base generator */ Nag_BaseRNG genid = Nag_Basic; Integer subid = 0; /* Set the seed */ Integer seed[] = { 1762543 }; Integer lseed = 1; /* Initialise the error structure */ INIT_FAIL(fail); printf("nag_rand_leap_frog (g05khc) Example Program Results\n\n"); /* Get the length of the state array */ lstate = -1; nag_rand_init_repeatable(genid, subid, seed, lseed, state, &lstate, &fail); if (fail.code != NE_NOERROR) { printf("Error from nag_rand_init_repeatable (g05kfc).\n%s\n", fail.message); exit_status = 1; goto END; } /* Allocate arrays */ if (!(x = NAG_ALLOC(nv, double)) || !(state = NAG_ALLOC(lstate*n, Integer))) { printf("Allocation failure\n"); exit_status = -1; goto END; } /* Prepare n streams */ for (i = 1; i <= n; i++) { /* Initialise the I'th stream to a repeatable sequence, using the same seed for each stream */ nag_rand_init_repeatable(genid, subid, seed, lseed, &STATE(1, i), &lstate, &fail); if (fail.code != NE_NOERROR) { printf("Error from nag_rand_init_repeatable (g05kfc).\n%s\n", fail.message); exit_status = 1; goto END; } /* Prepare the I'th out of N streams*/ nag_rand_leap_frog(n, i, &STATE(1, i), &fail); if (fail.code != NE_NOERROR) { printf("Error from nag_rand_leap_frog (g05khc).\n%s\n", fail.message); exit_status = 1; goto END; } } /* Loop over each of the n streams */ for (i = 1; i <= n; i++) { /* Generate nv variates from a univariate distribution */ printf(" Stream %12ld\n", i); nag_rand_basic(nv, &STATE(1, i), x, &fail); if (fail.code != NE_NOERROR) { printf("Error from nag_rand_basic (g05sac).\n%s\n", fail.message); exit_status = 1; goto END; } /* Display the variates*/ for (j = 0; j < nv; j++) printf("%11.4f\n", x[j]); printf(" \n"); } END: if (x) NAG_FREE(x); if (state) NAG_FREE(state); return exit_status; }