NAG Library Manual, Mark 30
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NAG CL Interface Introduction
Example description

nag_rand_field_fracbm_generate (g05ztc) Example Program Results


Size of embedding matrix = 32

Approximation not required

 Fractional Brownian motion realizations (x coordinate first):
              1          2          3          4          5
 0.0    0.00000    0.00000    0.00000    0.00000    0.00000
 0.2   -0.52650   -0.16159   -0.96224   -0.40096    0.65803
 0.4   -1.81085   -0.85811   -1.43661    0.03947    0.99671
 0.6   -1.65690   -0.74802   -0.61733   -0.34685    0.05141
 0.8   -1.72240   -0.14958    0.14996    0.18134    0.26567
 1.0   -2.20349    0.46219    0.70982    0.66405    0.40706
 1.2   -2.38542    0.52085    0.36330    0.31831    0.81515
 1.4   -3.13939    0.68433    0.79826   -0.35408    1.12296
 1.6   -3.54602    0.64413    0.85751   -0.39303    1.14220
 1.8   -4.09082    1.67048    0.06038    0.30181    1.30350
 2.0   -2.97487    1.72275   -0.67253   -0.07439    1.57169