NAG Library Routine Document

G05NEF

1  Purpose

2  Specification

3  Description

4  References

5  Parameters

1:     $\mathrm{ORDER}$ – CHARACTER(1)Input

On entry: a flag indicating the sorted status of the WT vector.

$\mathbf{ORDER}=\text{'A'}$

WT is sorted in ascending order,

$\mathbf{ORDER}=\text{'D'}$

WT is sorted in descending order,

$\mathbf{ORDER}=\text{'U'}$

WT is unsorted and G05NEF will sort the weights prior to using them.

Irrespective of the value of ORDER, no checks are made on the sorted status of WT, e.g., it is possible to supply $\mathbf{ORDER}=\text{'A'}$, even when WT is not sorted. In such cases the WT array will not be sorted internally, but G05NEF will still work correctly except, possibly, in cases of extreme weight values.

It is usually more efficient to specify a value of ORDER that is consistent with the status of WT.

Constraint: $\mathbf{ORDER}=\text{'A'}$, $\text{'D'}$ or $\text{'U'}$.

2:     $\mathrm{WT}\left(\mathbf{N}\right)$ – REAL (KIND=nag_wp) arrayInput

On entry: $w_i$, the relative probability weights. These weights need not sum to $1.0$.

Constraints:

• $\mathbf{WT}\left(\mathit{i}\right)\ge 0.0$, for $\mathit{i}=1,2,\dots ,\mathbf{N}$;
• at least M values must be nonzero.

3:     $\mathrm{POP}$ – CHARACTER(1)Input

On entry: a flag indicating whether a population to be sampled has been supplied.

$\mathbf{POP}=\text{'D'}$

the population is assumed to be the integers $\left(1,2,\dots ,\mathbf{N}\right)$ and IPOP is not referenced,

$\mathbf{POP}=\text{'S'}$

the population must be supplied in IPOP.

Constraint: $\mathbf{POP}=\text{'D'}$ or $\text{'S'}$.

4:     $\mathrm{IPOP}\left(*\right)$ – INTEGER arrayInput

Note: the dimension of the array IPOP must be at least $\mathbf{N}$ if $\mathbf{POP}=\text{'S'}$.

On entry: the population to be sampled. If $\mathbf{POP}=\text{'D'}$ then the population is assumed to be the set of values $\left(1,2,\dots ,\mathbf{N}\right)$ and the array IPOP is not referenced. Elements of IPOP with the same value are not combined, therefore if $\mathbf{WT}\left(i\right)\ne 0,\mathbf{WT}\left(j\right)\ne 0$ and $i\ne j$ then there is a nonzero probability that the sample will contain both $\mathbf{IPOP}\left(i\right)$ and $\mathbf{IPOP}\left(j\right)$. If $\mathbf{IPOP}\left(i\right)=\mathbf{IPOP}\left(j\right)$ then that value can appear in ISAMPL more than once.

5:     $\mathrm{N}$ – INTEGERInput

On entry: $n$, the size of the population.

Constraint: $\mathbf{N}\ge 1$.

6:     $\mathrm{ISAMPL}\left(\mathbf{M}\right)$ – INTEGER arrayOutput

On exit: the selected sample.

7:     $\mathrm{M}$ – INTEGERInput

On entry: $m$, the size of the sample required.

Constraint: $0\le \mathbf{M}\le \mathbf{N}$.

8:     $\mathrm{STATE}\left(*\right)$ – 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.

9:     $\mathrm{IFAIL}$ – 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, $\mathbf{ORDER}=〈\mathit{\text{value}}〉$ was an illegal value.

On entry, ORDER had an illegal value.

$\mathbf{IFAIL}=2$

On entry, at least one weight was less than zero.

$\mathbf{IFAIL}=3$

On entry, POP had an illegal value.

$\mathbf{IFAIL}=5$

On entry, $\mathbf{N}=〈\mathit{\text{value}}〉$.
Constraint: $\mathbf{N}\ge 1$.

$\mathbf{IFAIL}=7$

On entry, $\mathbf{M}=〈\mathit{\text{value}}〉$ and $\mathbf{N}=〈\mathit{\text{value}}〉$.
Constraint: $0\le \mathbf{M}\le \mathbf{N}$.

$\mathbf{IFAIL}=8$

On entry, STATE vector has been corrupted or not initialized.

$\mathbf{IFAIL}=21$

On entry, $\mathbf{M}=〈\mathit{\text{value}}〉$, number of nonzero weights $=〈\mathit{\text{value}}〉$.
Constraint: must be at least M nonzero weights.

$\mathbf{IFAIL}=-99$

An unexpected error has been triggered by this routine. Please contact NAG.

See Section 3.8 in the Essential Introduction for further information.

$\mathbf{IFAIL}=-399$

Your licence key may have expired or may not have been installed correctly.

See Section 3.7 in the Essential Introduction for further information.

$\mathbf{IFAIL}=-999$

Dynamic memory allocation failed.

See Section 3.6 in the Essential Introduction for further information.

7  Accuracy

8  Parallelism and Performance

9  Further Comments

10  Example

10.1  Program Text

Program Text (g05nefe.f90)

10.2  Program Data

Program Data (g05nefe.d)

10.3  Program Results

Program Results (g05nefe.r)