NAG Library Routine Document

g05ylf (quasi_init)

1

Purpose

2

Specification

3

Description

4

References

5

Arguments

1:     $\mathbf{genid}$ – 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.

$\mathbf{genid}=4$

Faure generator.

Constraint: $\mathbf{genid}=1$, $2$, $3$ or $4$.

2:     $\mathbf{idim}$ – IntegerInput

On entry: the number of dimensions required.

Constraints:

• if $\mathbf{genid}=1$, $1\le \mathbf{idim}\le 10000$;
• if $\mathbf{genid}=2$, $1\le \mathbf{idim}\le 1111$;
• if $\mathbf{genid}=3$, $1\le \mathbf{idim}\le 318$;
• if $\mathbf{genid}=4$, $1\le \mathbf{idim}\le 40$.

3:     $\mathbf{iref}\left(\mathbf{liref}\right)$ – 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.

4:     $\mathbf{liref}$ – IntegerInput

On entry: the dimension of the array iref as declared in the (sub)program from which g05ylf is called.

Constraints:

• if $\mathbf{genid}=1$, $2$ or $3$, $\mathbf{liref}\ge 32\times \mathbf{idim}+7$;
• if $\mathbf{genid}=4$, $\mathbf{liref}\ge 407$.

5:     $\mathbf{iskip}$ – IntegerInput

On entry: the number of terms of the sequence to skip on initialization for the Sobol and Niederreiter generators. If $\mathbf{genid}=4$, iskip is ignored.

Constraint: if $\mathbf{genid}=1$, $2$ or $3$, $0\le \mathbf{iskip}\le 2^{30}$.

6:     $\mathbf{ifail}$ – IntegerInput/Output

On entry: ifail must be set to $0$, $-1\text{ or }1$. If you are unfamiliar with this argument you should refer to Section 3.4 in How to Use the NAG Library and its Documentation 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 argument, 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: $\mathbf{genid}=1$, $2$, $3$ or $4$.

$\mathbf{ifail}=2$

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

$\mathbf{ifail}=4$

On entry, liref is too small: $\mathbf{liref}=〈\mathit{\text{value}}〉$, minimum length is $〈\mathit{\text{value}}〉$.

$\mathbf{ifail}=5$

On entry, $\mathbf{iskip}<0$ or iskip is too large: $\mathbf{iskip}=〈\mathit{\text{value}}〉$, maximum value is $〈\mathit{\text{value}}〉$.

$\mathbf{ifail}=-99$

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

See Section 3.9 in How to Use the NAG Library and its Documentation for further information.

$\mathbf{ifail}=-399$

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

See Section 3.8 in How to Use the NAG Library and its Documentation for further information.

$\mathbf{ifail}=-999$

Dynamic memory allocation failed.

See Section 3.7 in How to Use the NAG Library and its Documentation for further information.

7

Accuracy

8

Parallelism and Performance

9

Further Comments

10

Example