NAG Library Function Document

nag_rand_logarithmic (g05tfc)

The variates can be generated with or without using a search table and index. If a search table is used then it is stored with the index in a reference vector and subsequent calls to nag_rand_logarithmic (g05tfc) with the same parameter value can then use this reference vector to generate further variates.

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_logarithmic (g05tfc).

4 References

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

5 Arguments

1: mode – Nag_ModeRNGInput

On entry: a code for selecting the operation to be performed by the function.

$mode = Nag_InitializeReference$: Set up reference vector only.
$mode = Nag_GenerateFromReference$: Generate variates using reference vector set up in a prior call to nag_rand_logarithmic (g05tfc).
$mode = Nag_InitializeAndGenerate$: Set up reference vector and generate variates.
$mode = Nag_GenerateWithoutReference$: Generate variates without using the reference vector.

Constraint:

mode = Nag_InitializeReference

Nag_GenerateFromReference

Nag_InitializeAndGenerate

Nag_GenerateWithoutReference

2: n – IntegerInput

On entry:

n

, the number of pseudorandom numbers to be generated.

Constraint:

n \geq 0

3: a – doubleInput

On entry:

a

, the parameter of the logarithmic distribution.

Constraint:

0.0 < a < 1.0

4: r[lr] – doubleCommunication Array

On entry: if

mode = Nag_GenerateFromReference

, the reference vector from the previous call to nag_rand_logarithmic (g05tfc).

mode = Nag_GenerateWithoutReference

, r is not referenced and may be NULL.

On exit:

mode \neq Nag_GenerateWithoutReference

, the reference vector.

5: lr – IntegerInput

On entry: the dimension of the array r.

Suggested values:

if $mode \neq Nag_GenerateWithoutReference$ , $lr = 18 + \frac{40}{1 - a}$ ;
otherwise $lr = 1$ .

Constraints:

if $mode = Nag_InitializeReference$ or $Nag_InitializeAndGenerate$ , lr must not be too small, but the lower limit is too complicated to specify;
if $mode = Nag_GenerateFromReference$ , lr must remain unchanged from the previous call to nag_rand_logarithmic (g05tfc).

6: 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.

7: x[n] – IntegerOutput

On exit: the

n

pseudorandom numbers from the specified logarithmic distribution.

8: 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, lr is too small when $mode = Nag_InitializeReference$ or $Nag_InitializeAndGenerate$ : $lr = ⟨value⟩$ , minimum length required $= ⟨value⟩$ .
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_PREV_CALL: The value of a is not the same as when r was set up in a previous call.
Previous value of $a = ⟨value⟩$ and $a = ⟨value⟩$ .
NE_REAL: On entry, $a = ⟨value⟩$ .
Constraint: $0.0 < a < 1.0$ .
NE_REF_VEC: On entry, some of the elements of the array r have been corrupted or have not been initialized.