NAG Library Function Document

nag_rand_triangular (g05spc)

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_triangular (g05spc).

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: xmin – doubleInput: On entry: the end point $x_{\min}$ of the triangular distribution.
3: xmed – doubleInput: On entry: the median of the distribution $x_{med}$ (also the location of the vertex of the triangular distribution at which the PDF reaches a maximum).
Constraint: $xmed \geq xmin$ .
4: xmax – doubleInput: On entry: the end point $x_{\max}$ of the triangular distribution.
Constraint: $xmax \geq xmed$ .
5: 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.
6: x[n] – doubleOutput: On exit: the $n$ pseudorandom numbers from the specified triangular distribution.
7: 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.
NE_REAL_2: On entry, $xmax = ⟨value⟩$ and $xmed = ⟨value⟩$ .
Constraint: $xmax \geq xmed$ .
On entry, $xmed = ⟨value⟩$ and $xmin = ⟨value⟩$ .
Constraint: $xmed \geq xmin$ .

Not applicable.

nag_rand_triangular (g05spc) is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.

Please consult the Users' Note for your implementation for any additional implementation-specific information.

None.

This example prints five pseudorandom numbers from a triangular distribution with parameters

x_{\min} = - 1.0

x_{med} = 0.5

and

x_{\max} = 1.0

, generated by a single call to nag_rand_triangular (g05spc), after initialization by nag_rand_init_repeatable (g05kfc).

None.