g05kh allows for the generation of multiple, independent, sequences of pseudorandom numbers using the leap-frog method.

Syntax

C#
public static void g05kh(
	int n,
	int k,
	G05..::..G05State g05state,
	out int ifail
)
Visual Basic
Public Shared Sub g05kh ( _
	n As Integer, _
	k As Integer, _
	g05state As G05..::..G05State, _
	<OutAttribute> ByRef ifail As Integer _
)
Visual C++
public:
static void g05kh(
	int n, 
	int k, 
	G05..::..G05State^ g05state, 
	[OutAttribute] int% ifail
)
F#
static member g05kh : 
        n : int * 
        k : int * 
        g05state : G05..::..G05State * 
        ifail : int byref -> unit

Parameters

n
Type: System..::..Int32
On entry: n, the total number of sequences required.
Constraint: n>0.
k
Type: System..::..Int32
On entry: k, the number of the current sequence.
Constraint: 0<k≤n.
g05state
Type: NagLibrary..::..G05..::..G05State
An Object of type G05.G05State.
ifail
Type: System..::..Int32%
On exit: ifail=0 unless the method detects an error or a warning has been flagged (see [Error Indicators and Warnings]).

Description

g05kh adjusts a base generator to allow multiple, independent, sequences of pseudorandom numbers to be generated via the leap-frog method (see the G05 class for details).
If, prior to calling g05kh the base generator defined by state would produce random numbers x1,x2,x3,…, then after calling g05kh the generator will produce random numbers xk,xk+n,xk+2n,xk+3n,….
One of the initialization methods (G05KFF not in this release) (for a repeatable sequence if computed sequentially) or (G05KGF not in this release) (for a non-repeatable sequence) must be called prior to the first call to g05kh.
The leap-frog algorithm can be used in conjunction with the NAG basic generator, both the Wichmann–Hill I and Wichmann–Hill II generators, the Mersenne Twister and L'Ecuyer.

References

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

Error Indicators and Warnings

Errors or warnings detected by the method:
ifail=1
On entry,n≤0.
ifail=2
On entry,k>n.
ifail=3
On entry,state vector was not initialized or has been corrupted.
ifail=4
On entry, cannot use the leap-frog method with the base generator defined by state.
ifail=-9000
An error occured, see message report.
ifail=-8000
Negative dimension for array value
ifail=-6000
Invalid Parameters value

Accuracy

Not applicable.

Parallelism and Performance

None.

Further Comments

The leap-frog method tends to be less efficient than other methods of producing multiple, independent sequences. See the G05 class for alternative choices.

Example

See Also