NAG Library Routine Document

G05SGF

1  Purpose

2  Specification

3  Description

4  References

5  Parameters

1:     N – INTEGERInput

On entry: $n$, the number of pseudorandom numbers to be generated.

Constraint: $\mathbf{N}\ge 0$.

2:     NMIX – INTEGERInput

On entry: $m$, the number of exponential distributions in the mix.

Constraint: $\mathbf{NMIX}\ge 1$.

3:     A(NMIX) – REAL (KIND=nag_wp) arrayInput

On entry: the $m$ parameters $a_i$ for the $m$ exponential distributions in the mix.

Constraint: $\mathbf{A}\left(\mathit{i}\right)>0.0$, for $\mathit{i}=1,2,\dots ,\mathbf{NMIX}$.

4:     WGT(NMIX) – REAL (KIND=nag_wp) arrayInput

On entry: the $m$ weights $w_i$ for the $m$ exponential distributions in the mix.

Constraints:

• ${\displaystyle \sum _{\mathit{i}=1}^m}\mathbf{WGT}\left(\mathit{i}\right)=1.0$;
• $\mathbf{WGT}\left(\mathit{i}\right)\ge 0.0$, for $\mathit{i}=1,2,\dots ,m$.

5:     STATE($*$) – INTEGER arrayCommunication Array

Note: the actual argument supplied must be the array STATE supplied to the initialization routines G05KFF or G05KGF.

On entry: contains information on the selected base generator and its current state.

On exit: contains updated information on the state of the generator.

6:     X(N) – REAL (KIND=nag_wp) arrayOutput

On exit: the $n$ pseudorandom numbers from the specified exponential mix distribution.

7:     IFAIL – INTEGERInput/Output

On entry: IFAIL must be set to $0$, $-1\text{ or }1$. If you are unfamiliar with this parameter you should refer to Section 3.3 in the Essential Introduction for details.

For environments where it might be inappropriate to halt program execution when an error is detected, the value $-1\text{ or }1$ is recommended. If the output of error messages is undesirable, then the value $1$ is recommended. Otherwise, if you are not familiar with this parameter, the recommended value is $0$. When the value $-\mathbf{1}\text{ or }\mathbf{1}$ is used it is essential to test the value of IFAIL on exit.

On exit: $\mathbf{IFAIL}=\mathbf{0}$ unless the routine detects an error or a warning has been flagged (see Section 6).

6  Error Indicators and Warnings

$\mathbf{IFAIL}=1$

On entry, $\mathbf{N}<0$.

$\mathbf{IFAIL}=2$

On entry, $\mathbf{NMIX}\le 0$.

$\mathbf{IFAIL}=3$

On entry, $\mathbf{A}\left(i\right)\le 0.0$ for at least one $\mathbf{A}\left(i\right)$.

$\mathbf{IFAIL}=4$

On entry, $\mathbf{WGT}\left(i\right)<0.0$ for at least one $\mathbf{WGT}\left(i\right)$.

On entry, ${\displaystyle \sum _{i=1}^{\mathbf{NMIX}}}\mathbf{WGT}\left(i\right)\ne 1.0$.

$\mathbf{IFAIL}=5$

On entry,

STATE vector was not initialized or has been corrupted.

7  Accuracy

8  Further Comments

9  Example

9.1  Program Text

Program Text (g05sgfe.f90)

9.2  Program Data

Program Data (g05sgfe.d)

9.3  Program Results

Program Results (g05sgfe.r)