NAG Library Function Document

nag_rngs_normal (g05lac)

1  Purpose

2  Specification

3  Description

4  References

5  Arguments

1:     xmu – doubleInput

On entry: $\mu$, the mean of the distribution.

2:     var – doubleInput

On entry: ${\sigma }^2$, the variance of the distribution.

Constraint: $\mathbf{var}\ge 0.0$.

3:     n – IntegerInput

On entry: $n$, the number of pseudorandom numbers to be generated.

Constraint: $\mathbf{n}\ge 0$.

4:     x[n] – doubleOutput

On exit: the $n$ pseudorandom numbers from the specified Normal distribution.

5:     igen – IntegerInput

On entry: must contain the identification number for the generator to be used to return a pseudorandom number and should remain unchanged following initialization by a prior call to nag_rngs_init_repeatable (g05kbc) or nag_rngs_init_nonrepeatable (g05kcc).

6:     iseed[$4$] – IntegerCommunication Array

On entry: contains values which define the current state of the selected generator.

On exit: contains updated values defining the new state of the selected generator.

7:     fail – NagError *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 $〈\mathit{\text{value}}〉$ had an illegal value.

NE_INT

On entry, $\mathbf{n}=〈\mathit{\text{value}}〉$.
Constraint: $\mathbf{n}\ge 0$.

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_REAL

On entry, $\mathbf{var}=〈\mathit{\text{value}}〉$.
Constraint: $\mathbf{var}\ge 0.0$.

7  Accuracy

8  Further Comments

9  Example

9.1  Program Text

Program Text (g05lace.c)

9.2  Program Data

9.3  Program Results

Program Results (g05lace.r)