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NAG Toolbox: nag_rand_dist_uniform01 (g05sa)

 Contents

    1  Purpose
    2  Syntax
    7  Accuracy
    9  Example

Purpose

nag_rand_dist_uniform01 (g05sa) generates a vector of pseudorandom numbers taken from a uniform distribution between 0 and 1.

Syntax

[state, x, ifail] = g05sa(n, state)
[state, x, ifail] = nag_rand_dist_uniform01(n, state)

Description

nag_rand_dist_uniform01 (g05sa) generates n values from a uniform distribution over the half closed interval 0,1.
One of the initialization functions nag_rand_init_repeat (g05kf) (for a repeatable sequence if computed sequentially) or nag_rand_init_nonrepeat (g05kg) (for a non-repeatable sequence) must be called prior to the first call to nag_rand_dist_uniform01 (g05sa).

References

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

Parameters

Compulsory Input Parameters

1:     n int64int32nag_int scalar
n, the number of pseudorandom numbers to be generated.
Constraint: n0.
2:     state: int64int32nag_int array
Note: the actual argument supplied must be the array state supplied to the initialization routines nag_rand_init_repeat (g05kf) or nag_rand_init_nonrepeat (g05kg).
Contains information on the selected base generator and its current state.

Optional Input Parameters

None.

Output Parameters

1:     state: int64int32nag_int array
Contains updated information on the state of the generator.
2:     xn – double array
The n pseudorandom numbers from a uniform distribution over the half closed interval 0,1.
3:     ifail int64int32nag_int scalar
ifail=0 unless the function detects an error (see Error Indicators and Warnings).

Error Indicators and Warnings

Errors or warnings detected by the function:
   ifail=1
Constraint: n0.
   ifail=2
On entry, state vector has been corrupted or not initialized.
   ifail=-99
An unexpected error has been triggered by this routine. Please contact NAG.
   ifail=-399
Your licence key may have expired or may not have been installed correctly.
   ifail=-999
Dynamic memory allocation failed.

Accuracy

Not applicable.

Further Comments

None.

Example

This example prints the first five pseudorandom numbers from a uniform distribution between 0 and 1, generated by nag_rand_dist_uniform01 (g05sa) after initialization by nag_rand_init_repeat (g05kf).
function g05sa_example


fprintf('g05sa example results\n\n');

% Initialize the base generator to a repeatable sequence
seed  = [int64(1762543)];
genid = int64(1);
subid = int64(1);
[state, ifail] = g05kf( ...
                        genid, subid, seed);

% The number of pseudorandom numbers to be generated
n = int64(5);

% Generate variates from a Uniform (0,1) distribution
[state, x, ifail] = g05sa( ...
                           n, state);

disp('Variates');
disp(x);


g05sa example results

Variates
    0.6364
    0.1065
    0.7460
    0.7983
    0.1046


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