NAG Library Function Document

nag_rand_basic (g05sac)

One of the initialization functions nag_rand_init_repeatable (g05kfc) (for a repeatable sequence if computed sequentially) or nag_rand_init_nonrepeatable (g05kgc) (for a non-repeatable sequence) must be called prior to the first call to nag_rand_basic (g05sac).

4 References

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

1: n – IntegerInput: On entry: $n$ , the number of pseudorandom numbers to be generated.
Constraint: $n \geq 0$ .
2: state[ $\dim$ ] – IntegerCommunication Array: Note: the dimension, $\dim$ , of this array is dictated by the requirements of associated functions that must have been previously called. This array MUST be the same array passed as argument state in the previous call to nag_rand_init_repeatable (g05kfc) or nag_rand_init_nonrepeatable (g05kgc).
On entry: contains information on the selected base generator and its current state.

On exit: contains updated information on the state of the generator.
3: x[n] – doubleOutput: On exit: the $n$ pseudorandom numbers from a uniform distribution over the half closed interval $(0, 1]$ .
4: fail – NagError *Input/Output: The NAG error argument (see Section 3.6 in the Essential Introduction).

NE_BAD_PARAM: On entry, argument $⟨value⟩$ had an illegal value.
NE_INT: On entry, $n = ⟨value⟩$ .
Constraint: $n \geq 0$ .
NE_INTERNAL_ERROR: 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.
NE_INVALID_STATE: On entry, state vector has been corrupted or not initialized.