NAG Library Routine Document

G05SKF

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:     XMU – REAL (KIND=nag_wp)Input

On entry: $\mu$, the mean of the distribution.

3:     VAR – REAL (KIND=nag_wp)Input

On entry: ${\sigma }^2$, the variance of the distribution.

Constraint: $\mathbf{VAR}\ge 0.0$.

4:     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.

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

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

6:     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, $\mathbf{N}<0$.

$\mathbf{IFAIL}=3$

On entry, $\mathbf{VAR}<0.0$.

$\mathbf{IFAIL}=4$

On entry,

STATE vector was not initialized or has been corrupted.

7  Accuracy

8  Further Comments

9  Example

9.1  Program Text

Program Text (g05skfe.f90)

9.2  Program Data

Program Data (g05skfe.d)

9.3  Program Results

Program Results (g05skfe.r)