```/* nag_rand_bb (g05xbc) Example Program.
*
* Copyright 2014 Numerical Algorithms Group.
*
* Mark 24, 2013.
*/
#include <stdio.h>
#include <math.h>
#include <nag.h>
#include <nag_stdlib.h>
#include <nagg05.h>
#include <nagf07.h>

int get_z(Nag_OrderType order, Integer ntimes, Integer d, Integer a,
Integer npaths, double *z, Integer pdz);
void display_results(Nag_OrderType order, Integer npaths, Integer  ntimes,
Integer  d, double  *b, Integer pdb);

#define CHECK_FAIL(name,fail) if(fail.code != NE_NOERROR) { \
printf("Error from %s.\n%s\n",name,fail.message); \
exit_status = -1; goto END; }

int main(void)
{
/*  Scalars */
Integer       exit_status = 0;
double        t0, tend;
Integer       a, d, pdb, pdc, pdz, nmove, npaths, ntimes, i;
/*  Arrays */
double        *b = 0, *c = 0, *intime = 0, *rcomm = 0, *start = 0, *term = 0,
*times = 0, *z = 0;
Integer       *move = 0;
/* Nag Types */
NagError      fail;
Nag_OrderType order;

INIT_FAIL(fail);

/* Parameters which determine the bridge. */
ntimes = 10;
t0 = 0.0;
npaths = 2;
/* Create a non-free bridge. */
a = 1;
nmove = 0;
d = 3;
#ifdef NAG_COLUMN_MAJOR
order = Nag_ColMajor;
pdz = npaths;
pdb = npaths;
#else
order = Nag_RowMajor;
pdz = d*(ntimes+1-a);
pdb = d*(ntimes+1);
#endif
pdc = d;
#define C(I,J) c[(J-1)*pdc+I-1]

/* Allocate memory */
if (
!( intime = NAG_ALLOC((ntimes), double)) ||
!( times = NAG_ALLOC((ntimes), double)) ||
!( rcomm = NAG_ALLOC((12*(ntimes+1)), double)) ||
!( start = NAG_ALLOC(d, double))  ||
!( term = NAG_ALLOC(d, double))  ||
!( c = NAG_ALLOC(d*pdc, double)) ||
!( z = NAG_ALLOC(d*(ntimes+1-a)*npaths, double)) ||
!( b = NAG_ALLOC(d*(ntimes+1)*npaths, double)) ||
!( move = NAG_ALLOC(nmove, Integer))
)
{
printf("Allocation failure\n");
exit_status = -1;
goto END;
}

/* Fix the time points at which the bridge is required */
for ( i=0; i<ntimes; i++)
intime[i] =  t0 + (double)(i+1);
tend =  t0 + (double)(ntimes + 1);

/* Create a Brownian bridge construction order out of a set of input times
* using nag_rand_bb_make_bridge_order (g05xec).
*/
nag_rand_bb_make_bridge_order(Nag_RLRoundDown, t0, tend, ntimes, intime,
nmove, move, times, &fail);
CHECK_FAIL("nag_rand_bb_make_bridge_order",fail);

/* Initialize the Brownian bridge generator using
* nag_rand_bb_init (g05xac).
*/
nag_rand_bb_init(t0, tend, times, ntimes, rcomm, &fail);
CHECK_FAIL("nag_rand_bb_init (g05xac)",fail);

/* We want the following covariance matrix ... */
C(1,1) = 6.0;
C(2,1) = C(1,2) = 1.0;
C(3,1) = C(1,3) = -0.2;
C(2,2) = 5.0;
C(3,2) = C(2,3) = 0.3;
C(3,3) = 4.0;
/* Cholesky factorize the covariance matrix C, as required by
* nag_rand_bb (g05xbc), using nag_dpotrf (f07fdc).
*/
nag_dpotrf(Nag_ColMajor, Nag_Lower, d, c, pdc, &fail);
CHECK_FAIL("nag_dpotrf",fail);

/* Generate the random numbers z.*/
if( get_z(order, ntimes, d, a, npaths, z, pdz) != 0)
{
printf("Error generating random numbers\n");
exit_status = -1;
goto END;
}
/* Give start and terminal values of pinned bridge */
start[0] = start[1] = start[2] = 0.0;
term[0] = 1.0;
term[1] = 0.5;
term[2] = 0.0;

/* Generate paths for a free or non-free Wiener process using the
* Brownian bridge algorithm: nag_rand_bb (g05xbc).
*/
nag_rand_bb(order, npaths, d, start, a, term, z, pdz, c, pdc,
b, pdb, rcomm, &fail);
CHECK_FAIL("nag_rand_bb",fail);

/* Display the results*/
display_results(order, npaths, ntimes, d, b, pdb);
END:
NAG_FREE(b);
NAG_FREE(c);
NAG_FREE(intime);
NAG_FREE(rcomm);
NAG_FREE(start);
NAG_FREE(term);
NAG_FREE(times);
NAG_FREE(z);
NAG_FREE(move);
return exit_status;
}

int get_z(Nag_OrderType order, Integer ntimes, Integer d, Integer a,
Integer npaths, double * z, Integer pdz)
{
/* Scalars */
Integer exit_status=0;
Integer lseed, lstate, idim, liref, i;
/* Arrays */
Integer  seed[1], *iref=0, state[80];
double   *xmean = 0, *stdev = 0;
/* Nag Types */
NagError fail;

INIT_FAIL(fail);

lstate = 80;
lseed = 1;
idim = d*(ntimes + 1 - a);
liref = 32*idim + 7;
if (
!( iref = NAG_ALLOC((liref), Integer)) ||
!( xmean = NAG_ALLOC((idim), double)) ||
!( stdev = NAG_ALLOC((idim), double)) )
{
printf("Allocation failure in get_z\n");
exit_status = -1;
goto END;
}

/* We now need to generate the input pseudorandom numbers. */
seed[0] = 1023401;
/* Initialize a pseudorandom number generator to give a repeatable sequence
* using nag_rand_init_repeatable (g05kfc).
*/
nag_rand_init_repeatable(Nag_MRG32k3a,0,seed, lseed, state, &lstate, &fail);
CHECK_FAIL("nag_rand_init_repeatable (g05kfc)",fail);

/* Initialize a scrambled quasi-random number generator using
* nag_quasi_init_scrambled (g05ync).
*/
nag_quasi_init_scrambled(Nag_QuasiRandom_Sobol, Nag_FaureTezuka, idim,
iref, liref, 0, 32, state, &fail);
CHECK_FAIL("nag_quasi_init_scrambled (g05ync)",fail);

for(i=0; i<idim; i++) {
xmean[i] = 0.0;
stdev[i] = 1.0;
}
/* Generate a (repeatable) Normal quasi-random number sequence using
* nag_quasi_rand_normal (g05yjc).
*/
nag_quasi_rand_normal(order, xmean, stdev, npaths, z, pdz, iref, &fail);
CHECK_FAIL("nag_quasi_rand_normal (g05yjc)",fail);

END:
NAG_FREE(iref);
NAG_FREE(xmean);
NAG_FREE(stdev);
return exit_status;
}

void display_results(Nag_OrderType order, Integer npaths, Integer  ntimes,
Integer  d, double  *b, Integer pdb)
{
#define B(I,J) (order==Nag_RowMajor ? b[(I-1)*pdb + J-1]:b[(J-1)*pdb + I-1])
Integer i, p, k;

printf("nag_rand_bb (g05xbc) Example Program Results\n\n");
for ( p=1; p<=npaths; p++) {
printf("Wiener Path  %1ld,  %1ld", p, ntimes + 1);
printf(" time steps,  %1ld dimensions\n",  d);

for ( k=1; k<= d; k++)
printf("%10ld ", k);
printf("\n");

for (i=0; i<ntimes+1; i++) {
printf("%2ld ", i+1);
for (k=1; k<=d; k++)
printf("%10.4f", B(p, k+i*d));
printf("\n");
}
printf("\n");
}
}
```