nag_rngs_uniform (g05lgc) (PDF version)
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g05 Chapter Introduction
NAG C Library Manual

NAG Library Function Document

nag_rngs_uniform (g05lgc)

+ Contents

    1  Purpose
    7  Accuracy

1  Purpose

nag_rngs_uniform (g05lgc) generates a vector of pseudorandom numbers uniformly distributed over the interval a,b.

2  Specification

#include <nag.h>
#include <nagg05.h>
void  nag_rngs_uniform (double a, double b, Integer n, double x[], Integer igen, Integer iseed[], NagError *fail)

3  Description

If a=0 and b=1, nag_rngs_uniform (g05lgc) returns the next n values yi from a uniform 0,1 generator (see nag_rngs_basic (g05kac) for details).
For other values of a and b, nag_rngs_uniform (g05lgc) applies the transformation
xi=a+b-ayi.
The function ensures that the values xi lie in the closed interval a,b.
If computing sequentially and using the same generator, nag_rngs_uniform (g05lgc) always generates exactly the same pseudorandom numbers as would n consecutive calls of nag_rngs_basic (g05kac) and on many machines is likely to be much faster.
One of the initialization functions nag_rngs_init_repeatable (g05kbc) (for a repeatable sequence if computed sequentially) or nag_rngs_init_nonrepeatable (g05kcc) (for a non-repeatable sequence) must be called prior to the first call to nag_rngs_uniform (g05lgc).

4  References

Knuth D E (1981) The Art of Computer Programming (Volume 2) (2nd Edition) Addison–Wesley

5  Arguments

1:     adoubleInput
2:     bdoubleInput
On entry: the end points a and b of the uniform distribution.
Constraint: ab.
3:     nIntegerInput
On entry: n, the number of pseudorandom numbers to be generated.
Constraint: n0.
4:     x[n]doubleOutput
On exit: the n pseudorandom numbers from the specified uniform distribution.
5:     igenIntegerInput
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:     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_REAL_2
On entry, a=value and b=value.
Constraint: ba.

7  Accuracy

Not applicable.

8  Further Comments

None.

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_rngs_uniform (g05lgc), after initialization by nag_rngs_init_repeatable (g05kbc).

9.1  Program Text

Program Text (g05lgce.c)

9.2  Program Data

None.

9.3  Program Results

Program Results (g05lgce.r)


nag_rngs_uniform (g05lgc) (PDF version)
g05 Chapter Contents
g05 Chapter Introduction
NAG C Library Manual

© The Numerical Algorithms Group Ltd, Oxford, UK. 2012