NAG Library Routine Document
G05SQF generates a vector of pseudorandom numbers uniformly distributed over the interval .
||N, STATE(*), IFAIL
||A, B, X(N)
, G05SQF returns the next
from a uniform
generator (see G05SAF
For other values of
, G05SQF applies the transformation
The routine ensures that the values
lie in the closed interval
One of the initialization routines G05KFF
(for a repeatable sequence if computed sequentially) or G05KGF
(for a non-repeatable sequence) must be called prior to the first call to G05SQF.
Knuth D E (1981) The Art of Computer Programming (Volume 2) (2nd Edition) Addison–Wesley
- 1: N – INTEGERInput
On entry: , the number of pseudorandom numbers to be generated.
- 2: A – REAL (KIND=nag_wp)Input
- 3: B – REAL (KIND=nag_wp)Input
On entry: the end points and of the uniform distribution.
- 4: STATE() – INTEGER arrayCommunication Array
the actual argument supplied must be the array STATE
supplied to the initialization routines G05KFF
On entry: contains information on the selected base generator and its current state.
On exit: contains updated information on the state of the generator.
- 5: X(N) – REAL (KIND=nag_wp) arrayOutput
On exit: the pseudorandom numbers from the specified uniform distribution.
- 6: IFAIL – INTEGERInput/Output
must be set to
. If you are unfamiliar with this parameter you should refer to Section 3.3
in the Essential Introduction for details.
For environments where it might be inappropriate to halt program execution when an error is detected, the value
is recommended. If the output of error messages is undesirable, then the value
is recommended. Otherwise, if you are not familiar with this parameter, the recommended value is
. When the value is used it is essential to test the value of IFAIL on exit.
unless the routine detects an error or a warning has been flagged (see Section 6
6 Error Indicators and Warnings
If on entry
, explanatory error messages are output on the current error message unit (as defined by X04AAF
Errors or warnings detected by the routine:
On entry, .
On entry, .
|On entry,||STATE vector was not initialized or has been corrupted.|
Although takes a value from the half closed interval and , is documented as taking values from the closed interval . This is because for some values of and , G05SQF may return a value of due to numerical rounding.
This example prints five pseudorandom numbers from a uniform distribution between
, generated by a single call to G05SQF, after initialization by G05KFF
9.1 Program Text
Program Text (g05sqfe.f90)
9.2 Program Data
Program Data (g05sqfe.d)
9.3 Program Results
Program Results (g05sqfe.r)