NAG Library Function Document

nag_rand_uniform (g05sqc)

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_uniform (g05sqc).

4 References

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

5 Arguments

1: n – IntegerInput: On entry: $n$ , the number of pseudorandom numbers to be generated.
Constraint: $n \geq 0$ .
2: a – doubleInput
3: b – doubleInput: On entry: the end points $a$ and $b$ of the uniform distribution.
Constraint: $a \leq b$ .
4: 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.
5: x[n] – doubleOutput: On exit: the $n$ pseudorandom numbers from the specified uniform distribution.
6: fail – NagError *Input/Output: The NAG error argument (see Section 3.6 in the Essential Introduction).

6 Error Indicators and Warnings

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, $a = ⟨value⟩$ and $b = ⟨value⟩$ .
Constraint: $b \geq a$ .

7 Accuracy

Not applicable.

8 Parallelism and Performance

nag_rand_uniform (g05sqc) 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.

9 Further Comments

Although

y_{i}

takes a value from the half closed interval

(0, 1]

and

x_{i} = a + (b - a) y_{i}

x_{i}

is documented as taking values from the closed interval

[a, b]

. This is because for some values of

a

and

b

, nag_rand_uniform (g05sqc) may return a value of

a

due to numerical rounding.

10 Example

This example prints five pseudorandom numbers from a uniform distribution between

- 1.0

and

1.0

, generated by a single call to nag_rand_uniform (g05sqc), after initialization by nag_rand_init_repeatable (g05kfc).

10.1 Program Text

Program Text (g05sqce.c)

10.2 Program Data

None.

10.3 Program Results

Program Results (g05sqce.r)

nag_rand_uniform (g05sqc) (PDF version)

g05 Chapter Contents

g05 Chapter Introduction

NAG Library Manual

NAG Library Function Documentnag_rand_uniform (g05sqc)

+− Contents

1 Purpose

2 Specification

3 Description