NAG Library Routine Document

G05YNF

1  Purpose

2  Specification

3  Description

4  References

5  Parameters

1:     $\mathrm{GENID}$ – INTEGERInput

On entry: must identify the quasi-random generator to use.

$\mathbf{GENID}=1$

Sobol generator.

$\mathbf{GENID}=2$

Sobol (A659) generator.

$\mathbf{GENID}=3$

Niederreiter generator.

Constraint: $\mathbf{GENID}=1$, $2$ or $3$.

2:     $\mathrm{STYPE}$ – INTEGERInput

On entry: must identify the scrambling method to use.

$\mathbf{STYPE}=0$

No scrambling. This is equivalent to calling G05YLF.

$\mathbf{STYPE}=1$

Owen like scrambling.

$\mathbf{STYPE}=2$

Faure–Tezuka scrambling.

$\mathbf{STYPE}=3$

Owen and Faure–Tezuka scrambling.

Constraint: $\mathbf{STYPE}=0$, $1$, $2$ or $3$.

3:     $\mathrm{IDIM}$ – INTEGERInput

On entry: the number of dimensions required.

Constraints:

• if $\mathbf{GENID}=1$, $1\le \mathbf{IDIM}\le 50000$;
• if $\mathbf{GENID}=2$, $1\le \mathbf{IDIM}\le 50000$;
• if $\mathbf{GENID}=3$, $1\le \mathbf{IDIM}\le 318$.

4:     $\mathrm{IREF}\left(\mathbf{LIREF}\right)$ – INTEGER arrayCommunication Array

On exit: contains initialization information for use by the generator routines G05YJF, G05YKF and G05YMF. IREF must not be altered in any way between initialization and calls of the generator routines.

5:     $\mathrm{LIREF}$ – INTEGERInput

On entry: the dimension of the array IREF as declared in the (sub)program from which G05YNF is called.

Constraint: $\mathbf{LIREF}\ge 32\times \mathbf{IDIM}+7$.

6:     $\mathrm{ISKIP}$ – INTEGERInput

On entry: the number of terms of the sequence to skip on initialization for the Sobol and Niederreiter generators.

Constraint: $0\le \mathbf{ISKIP}\le 2^{30}$.

7:     $\mathrm{NSDIGI}$ – INTEGERInput

On entry: controls the number of digits (bits) to scramble when $\mathbf{GENID}=1$ or $2$, otherwise NSDIGI is ignored. If $\mathbf{NSDIGI}<1$ or $\mathbf{NSDIGI}>30$ then all the digits are scrambled.

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, $\mathbf{GENID}=〈\mathit{\text{value}}〉$.
Constraint: $1\le \mathbf{GENID}\le 〈\mathit{\text{value}}〉$.

$\mathbf{IFAIL}=2$

On entry, $\mathbf{STYPE}=〈\mathit{\text{value}}〉$.
Constraint: $0\le \mathbf{STYPE}\le 3$.

$\mathbf{IFAIL}=3$

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

$\mathbf{IFAIL}=5$

On entry, $\mathbf{LIREF}=〈\mathit{\text{value}}〉$.
Constraint: $\mathbf{LIREF}\ge 32\times \mathbf{IDIM}+7$.

$\mathbf{IFAIL}=6$

On entry, $\mathbf{ISKIP}=〈\mathit{\text{value}}〉$.
Constraint: $0\le \mathbf{ISKIP}\le 2^{30}$.

$\mathbf{IFAIL}=8$

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

$\mathbf{IFAIL}=-99$

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 (g05ynfe.f90)

10.2  Program Data

Program Data (g05ynfe.d)

10.3  Program Results

Program Results (g05ynfe.r)