/* nag_quasi_rand_lognormal (g05ykc) Example Program.
*
* NAGPRODCODE Version.
*
* Copyright 2016 Numerical Algorithms Group.
*
* Mark 26, 2016.
*/
/* Pre-processor includes */
#include <stdio.h>
#include <math.h>
#include <string.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, i, j, q_size;
Integer *iref = 0;
Integer pdquas;
/* NAG structures */
NagError fail;
/* Double scalar and array declarations */
double *quas = 0;
/* Number of dimensions */
Integer idim = 4;
/* Mean and standard deviation of the underlying normal distribution */
double xmean[] = { 1.0e0, 2.0e0, 3.0e0, 4.0e0 };
double std[] = { 1.0e0, 1.0e0, 1.0e0, 1.0e0 };
/* Set the sample size */
Integer n = 5;
/* Skip the first 1000 variates */
Integer iskip = 1000;
/* Use column major order */
Nag_OrderType order = Nag_ColMajor;
/* Choose the quasi generator */
Nag_QuasiRandom_Sequence genid = Nag_QuasiRandom_Sobol;
/* Initialize the error structure */
INIT_FAIL(fail);
printf("nag_quasi_rand_lognormal (g05ykc) Example Program Results\n\n");
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)))
{
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
/* Initialize the Sobol generator */
nag_quasi_init(genid, idim, iref, liref, iskip, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_quasi_init (g05ylc).\n%s\n", fail.message);
exit_status = 1;
goto END;
}
/* Generate a log-normal quasi-random number sequence */
nag_quasi_rand_lognormal(order, xmean, std, n, quas, pdquas, iref, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_quasi_rand_lognormal (g05ykc).\n%s\n",
fail.message);
exit_status = 1;
goto END;
}
/* Print the estimated value of the integral */
for (i = 0; i < n; i++) {
printf(" ");
for (j = 0; j < idim; j++)
printf("%9.4f%s", QUAS(i, j), ((j + 1) % 4) ? " " : "\n");
if (idim % 4)
printf("\n");
}
END:
NAG_FREE(quas);
NAG_FREE(iref);
return exit_status;
}