nag_rand_init_nonrepeatable (g05kgc) (PDF version)
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g05 Chapter Introduction
NAG Library Manual

NAG Library Function Document

nag_rand_init_nonrepeatable (g05kgc)


    1  Purpose
    7  Accuracy

1  Purpose

nag_rand_init_nonrepeatable (g05kgc) initializes the selected base generator to generate a non-repeatable sequence of variates. The base generator can then be used by the group of pseudorandom number functions (see g05khcg05kjc, g05ncc, g05ndc, g05pdcg05pjc, g05pxcg05pzc, g05rcc, g05rdc, g05ryc, g05rzc and g05sacg05tlc) and the quasi-random scrambled sequence initialization function, nag_quasi_init_scrambled (g05ync).

2  Specification

#include <nag.h>
#include <nagg05.h>
void  nag_rand_init_nonrepeatable (Nag_BaseRNG genid, Integer subid, Integer state[], Integer *lstate, NagError *fail)

3  Description

nag_rand_init_nonrepeatable (g05kgc) selects a base generator through the input value of the arguments genid and subid, and then initializes it based on the values taken from the real-time clock, resulting in the same base generator yielding different sequences of random numbers each time the calling program is run. It should be noted that there is no guarantee of statistical properties between sequences, only within sequences.
A definition of some of the terms used in this description, along with details of the various base generators can be found in the g05 Chapter Introduction.

4  References

L'Ecuyer P and Simard R (2002) TestU01: a software library in ANSI C for empirical testing of random number generators Departement d'Informatique et de Recherche Operationnelle, Universite de Montreal
Maclaren N M (1989) The generation of multiple independent sequences of pseudorandom numbers Appl. Statist. 38 351–359
Matsumoto M and Nishimura T (1998) Mersenne twister: a 623-dimensionally equidistributed uniform pseudorandom number generator ACM Transactions on Modelling and Computer Simulations
Wichmann B A and Hill I D (2006) Generating good pseudo-random numbers Computational Statistics and Data Analysis 51 1614–1622
Wikramaratna R S (1989) ACORN - a new method for generating sequences of uniformly distributed pseudo-random numbers Journal of Computational Physics 83 16–31

5  Arguments

1:     genid Nag_BaseRNGInput
On entry: must contain the type of base generator to use.
NAG basic generator.
Wichmann Hill I generator.
Mersenne Twister.
Wichmann Hill II generator.
ACORN generator.
L'Ecuyer MRG32k3a generator.
See the g05 Chapter Introduction for details of each of the base generators.
Constraint: genid=Nag_Basic, Nag_WichmannHill_I, Nag_MersenneTwister, Nag_WichmannHill_II, Nag_ACORN or Nag_MRG32k3a.
2:     subid IntegerInput
On entry: if genid=Nag_WichmannHill_I, subid indicates which of the 273 sub-generators to use. In this case, the subid +272  mod  273 + 1  sub-generator is used.
If genid=Nag_ACORN, subid indicates the values of k and p to use, where k is the order of the generator, and p controls the size of the modulus, M, with M = 2 p×30 . If subid<1, the default values of k=10 and p=2 are used, otherwise values for k and p are calculated from the formula, subid=k+1000p-1.
If genid=Nag_MRG32k3a and subid mod 2=0 the range of the generator is set to 0,1, otherwise the range is set to 0,1; in this case the sequence is identical to the implementation of MRG32k3a in TestU01 (see L'Ecuyer and Simard (2002)) for identical seeds.
For all other values of genid, subid is not referenced.
3:     state[lstate] IntegerCommunication Array
On exit: contains information on the selected base generator and its current state. If lstate<1 then state may be NULL.
4:     lstate Integer *Input/Output
On entry: the dimension of the state array, or a value <1. If the Mersenne Twister (genid=Nag_MersenneTwister) is being used and the skip ahead function nag_rand_skip_ahead (g05kjc) or nag_rand_skip_ahead_power2 (g05kkc) will be called subsequently, then you must ensure that lstate1260.
On exit: if lstate<1 on entry, then the required length of the state array for the chosen base generator, otherwise lstate is unchanged. When genid=Nag_MersenneTwister (Mersenne Twister) a value of 1260 is returned, allowing for the skip ahead function to be subsequently called. In all other cases the minimum length, as documented in the constraints below, is returned.
  • if genid=Nag_Basic, lstate17;
  • if genid=Nag_WichmannHill_I, lstate21;
  • if genid=Nag_MersenneTwister, lstate633;
  • if genid=Nag_WichmannHill_II, lstate29;
  • if genid=Nag_ACORN, lstatemaxk+1×p+9,14+3, where k and p are defined by subid;
  • if genid=Nag_MRG32k3a, lstate61;
  • otherwise lstate<1.
5:     fail NagError *Input/Output
The NAG error argument (see Section 2.7 in How to Use the NAG Library and its Documentation).

6  Error Indicators and Warnings

Dynamic memory allocation failed.
See Section in How to Use the NAG Library and its Documentation for further information.
On entry, argument value had an illegal value.
On entry, lstate=value.
Constraint: lstate0 or lstatevalue.
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.
An unexpected error has been triggered by this function. Please contact NAG.
See Section 2.7.6 in How to Use the NAG Library and its Documentation for further information.
Your licence key may have expired or may not have been installed correctly.
See Section 2.7.5 in How to Use the NAG Library and its Documentation for further information.

7  Accuracy

Not applicable.

8  Parallelism and Performance

nag_rand_init_nonrepeatable (g05kgc) is not threaded in any implementation.

9  Further Comments


10  Example

In order to preserve the statistical properties of the base generators, nag_rand_init_nonrepeatable (g05kgc) should only be called once. If multiple streams of values are required then one of the methods described in Section 2.1.1 in the g05 Chapter Introduction should be used.
However, for illustrative purposes only, this example calls nag_rand_init_nonrepeatable (g05kgc) twice. At each call a sample of 500 values from a discrete uniform distribution are generated and then the two samples are compared.

10.1  Program Text

Program Text (g05kgce.c)

10.2  Program Data


10.3  Program Results

Program Results (g05kgce.r)

nag_rand_init_nonrepeatable (g05kgc) (PDF version)
g05 Chapter Contents
g05 Chapter Introduction
NAG Library Manual

© The Numerical Algorithms Group Ltd, Oxford, UK. 2016