/* nag_quasi_init_scrambled (g05ync) Example Program.
*
* Copyright 2014 Numerical Algorithms Group.
*
* Mark 9, 2009.
*/
#include <stdio.h>
#include <math.h>
#include <nag.h>
#include <nag_stdlib.h>
#include <nagg05.h>
#define QUAS(I, J) quas[(order == Nag_ColMajor)?(J*pdquas + I):(I*pdquas + J)]
int main(void)
{
/*Integer scalar and array declarations */
Integer exit_status = 0;
Integer liref, d, i, j, lstate, q_size;
Integer *iref = 0, *state = 0;
/* NAG structures */
Integer pdquas;
NagError fail;
/*Double scalar and array declarations */
double sum, tmp, vsbl;
double *quas = 0;
/* Number of dimensions */
Integer idim = 8;
/* Set the sample size */
Integer n = 200;
/* Skip the first 1000 variates */
Integer iskip = 1000;
/* Use row major order */
Nag_OrderType order = Nag_RowMajor;
/* Choose the base pseudo generator */
Nag_BaseRNG pgenid = Nag_Basic;
Integer psubid = 0;
/* Set the seed */
Integer seed[] = { 1762543 };
Integer lseed = 1;
/* Choose the quasi generator */
Nag_QuasiRandom_Sequence genid = Nag_QuasiRandom_Sobol;
/* Use Owen type scrambling */
Nag_QuasiRandom_Scrambling stype = Nag_OwenLike;
/* Scramble the default number of digits */
Integer nsdigi = 0;
/* Initialise the error structure */
INIT_FAIL(fail);
printf("nag_quasi_init_scrambled (g05ync) Example Program Results\n");
/* Get the length of the state array */
lstate = -1;
nag_rand_init_repeatable(pgenid, psubid, seed, lseed, state, &lstate,
&fail);
if (fail.code != NE_NOERROR)
{
printf("Error from nag_rand_init_repeatable (g05kfc).\n%s\n",
fail.message);
exit_status = 1;
goto END;
}
pdquas = (order == Nag_RowMajor)?idim:n;
q_size = (order == Nag_RowMajor)?pdquas * n:pdquas * idim;
/* Calculate the size of the reference vector */
liref = (genid == Nag_QuasiRandom_Faure)?407:32 * idim + 7;
/* Allocate arrays */
if (!(quas = NAG_ALLOC(q_size, double)) ||
!(iref = NAG_ALLOC(liref, Integer)) ||
!(state = NAG_ALLOC(lstate, Integer)))
{
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
/* Initialise the pseudo-random generator used in the
scrambling to a repeatable sequence */
nag_rand_init_repeatable(pgenid, psubid, seed, lseed, state, &lstate,
&fail);
if (fail.code != NE_NOERROR)
{
printf("Error from nag_rand_init_repeatable (g05kfc).\n%s\n",
fail.message);
exit_status = 1;
goto END;
}
/* Initialise the quasi-random sequence */
nag_quasi_init_scrambled(Nag_QuasiRandom_Sobol, stype, idim, iref, liref,
iskip, nsdigi, state, &fail);
if (fail.code != NE_NOERROR)
{
printf("Error from nag_quasi_init_scrambled (g05ync).\n%s\n",
fail.message);
exit_status = 1;
goto END;
}
/* Generate n quasi-random variates */
nag_quasi_rand_uniform(order, n, quas, pdquas, iref, &fail);
if (fail.code != NE_NOERROR)
{
printf("Error from nag_quasi_rand_uniform (g05ymc).\n%s\n",
fail.message);
exit_status = 1;
goto END;
}
/* Estimate integral by evaluating function at each variate and summing */
sum = 0.0e0;
for (i = 0; i < n; i++)
{
tmp = 1.0e0;
for (d = 0; d < idim; d++)
tmp *= fabs(4.0e0 * QUAS(i, d) - 2.0e0);
sum += tmp;
}
/* Convert sum to mean value*/
vsbl = sum / (double) n;
/* Print the estimated value of the integral */
printf("Value of integral = %8.4f\n\n", vsbl);
/* Display the first 10 variates used */
printf("First 10 variates\n");
for (i = 0; i < 10; i++)
{
printf(" %3ld", i + 1);
for (j = 0; j < idim; j++)
printf("%8.4f%s", QUAS(i, j), ((j+1)%20)?" ":"\n");
if (idim%20) printf("\n");
}
END:
NAG_FREE(quas);
NAG_FREE(iref);
NAG_FREE(state);
return exit_status;
}