NAG Library Function Document

nag_rand_dirichlet (g05sec)

1  Purpose

2  Specification

3  Description

4  References

5  Arguments

1:    $\mathbf{order}$ – Nag_OrderTypeInput

On entry: the order argument specifies the two-dimensional storage scheme being used, i.e., row-major ordering or column-major ordering. C language defined storage is specified by $\mathbf{order}=\mathrm{Nag\_RowMajor}$. See Section 2.3.1.3 in How to Use the NAG Library and its Documentation for a more detailed explanation of the use of this argument.

Constraint: $\mathbf{order}=\mathrm{Nag\_RowMajor}$ or $\mathrm{Nag\_ColMajor}$.

2:    $\mathbf{n}$ – IntegerInput

On entry: $n$, the number of pseudorandom numbers to be generated.

Constraint: $\mathbf{n}\ge 0$.

3:    $\mathbf{m}$ – IntegerInput

On entry: $m$, the number of dimensions of the distribution.

Constraint: $\mathbf{m}>0$.

4:    $\mathbf{a}\left[\mathbf{m}\right]$ – const doubleInput

On entry: the parameter vector for the distribution.

Constraint: $\mathbf{a}\left[\mathit{i}-1\right]>0.0$, for $\mathit{i}=1,2,\dots ,\mathbf{m}$.

5:    $\mathbf{state}\left[\mathit{dim}\right]$ – IntegerCommunication Array

Note: the dimension, $\mathit{dim}$, of this array is dictated by the requirements of associated functions that must have been previously called. This array MUST be the same array passed as argument state in the previous call to nag_rand_init_repeatable (g05kfc) or nag_rand_init_nonrepeatable (g05kgc).

On entry: contains information on the selected base generator and its current state.

On exit: contains updated information on the state of the generator.

6:    $\mathbf{x}\left[\mathit{dim}\right]$ – doubleOutput

Note: the dimension, dim, of the array x must be at least

• $\max \left(1,\mathbf{pdx}\times \mathbf{m}\right)$ when $\mathbf{order}=\mathrm{Nag\_ColMajor}$;
• $\max \left(1,\mathbf{n}\times \mathbf{pdx}\right)$ when $\mathbf{order}=\mathrm{Nag\_RowMajor}$.

Where $\mathbf{X}\left(i,j\right)$ appears in this document, it refers to the array element

• $\mathbf{x}\left[\left(j-1\right)\times \mathbf{pdx}+i-1\right]$ when $\mathbf{order}=\mathrm{Nag\_ColMajor}$;
• $\mathbf{x}\left[\left(i-1\right)\times \mathbf{pdx}+j-1\right]$ when $\mathbf{order}=\mathrm{Nag\_RowMajor}$.

On exit: the $n$ pseudorandom numbers from the specified Dirichlet distribution, with $\mathbf{X}\left(i,j\right)$ holding the $j$th dimension for the $i$th variate.

7:    $\mathbf{pdx}$ – IntegerInput

On entry: the stride separating row or column elements (depending on the value of order) in the array x.

Constraints:

• if $\mathbf{order}=\mathrm{Nag\_ColMajor}$, $\mathbf{pdx}\ge \mathbf{n}$;
• if $\mathbf{order}=\mathrm{Nag\_RowMajor}$, $\mathbf{pdx}\ge \mathbf{m}$.

8:    $\mathbf{fail}$ – NagError *Input/Output

The NAG error argument (see Section 2.7 in How to Use the NAG Library and its Documentation).

6  Error Indicators and Warnings

NE_ALLOC_FAIL

Dynamic memory allocation failed.
See Section 2.3.1.2 in How to Use the NAG Library and its Documentation for further information.

NE_BAD_PARAM

On entry, argument $〈\mathit{\text{value}}〉$ had an illegal value.

NE_INT

On entry, $\mathbf{m}=〈\mathit{\text{value}}〉$.
Constraint: $\mathbf{m}>0$.

On entry, $\mathbf{n}=〈\mathit{\text{value}}〉$.
Constraint: $\mathbf{n}\ge 0$.

NE_INT_2

On entry, $\mathbf{pdx}=〈\mathit{\text{value}}〉$ and $\mathbf{m}=〈\mathit{\text{value}}〉$.
Constraint: $\mathbf{pdx}\ge \mathbf{m}$.

On entry, $\mathbf{pdx}=〈\mathit{\text{value}}〉$ and $\mathbf{n}=〈\mathit{\text{value}}〉$.
Constraint: $\mathbf{order}=\mathrm{Nag\_ColMajor}$ or $\mathbf{pdx}\ge \mathbf{n}$.

NE_INTERNAL_ERROR

An internal error has occurred in this function. Check the function call and any array sizes. If the call is correct then please contact NAG for assistance.

An unexpected error has been triggered by this function. Please contact NAG.
See Section 2.7.6 in How to Use the NAG Library and its Documentation for further information.

NE_INVALID_STATE

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

NE_NO_LICENCE

Your licence key may have expired or may not have been installed correctly.
See Section 2.7.5 in How to Use the NAG Library and its Documentation for further information.

NE_REAL_ARRAY

On entry, at least one $\mathbf{a}\left[i\right]\le 0$.

7  Accuracy

8  Parallelism and Performance

9  Further Comments

10  Example

10.1  Program Text

Program Text (g05sece.c)

10.2  Program Data

10.3  Program Results

Program Results (g05sece.r)