NAG CL Interface
g05sqc (dist_​uniform)

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1 Purpose

g05sqc generates a vector of pseudorandom numbers uniformly distributed over the interval [a,b].

2 Specification

#include <nag.h>
void  g05sqc (Integer n, double a, double b, Integer state[], double x[], NagError *fail)
The function may be called by the names: g05sqc, nag_rand_dist_uniform or nag_rand_uniform.

3 Description

If a=0 and b=1, g05sqc returns the next n values yi from a uniform (0,1] generator (see g05sac for details).
For other values of a and b, g05sqc applies the transformation
The function ensures that the values xi lie in the closed interval [a,b].
One of the initialization functions g05kfc (for a repeatable sequence if computed sequentially) or g05kgc (for a non-repeatable sequence) must be called prior to the first call to g05sqc.

4 References

Knuth D E (1981) The Art of Computer Programming (Volume 2) (2nd Edition) Addison–Wesley

5 Arguments

1: n Integer Input
On entry: n, the number of pseudorandom numbers to be generated.
Constraint: n0.
2: a double Input
3: b double Input
On entry: the end points a and b of the uniform distribution.
Constraint: ab.
4: state[dim] Integer Communication Array
Note: the dimension, 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.
5: x[n] double Output
On exit: the n pseudorandom numbers from the specified uniform distribution.
6: fail NagError * Input/Output
The NAG error argument (see Section 7 in the Introduction to the NAG Library CL Interface).

6 Error Indicators and Warnings

Dynamic memory allocation failed.
See Section 3.1.2 in the Introduction to the NAG Library CL Interface for further information.
On entry, argument value had an illegal value.
On entry, n=value.
Constraint: n0.
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.
See Section 7.5 in the Introduction to the NAG Library CL Interface for further information.
On entry, state vector has been corrupted or not initialized.
Your licence key may have expired or may not have been installed correctly.
See Section 8 in the Introduction to the NAG Library CL Interface for further information.
On entry, a=value and b=value.
Constraint: ba.

7 Accuracy

Not applicable.

8 Parallelism and Performance

g05sqc is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.
Please consult the X06 Chapter Introduction for information on how to control and interrogate the OpenMP environment used within this function. Please also consult the Users' Note for your implementation for any additional implementation-specific information.

9 Further Comments

Although yi takes a value from the half closed interval (0,1] and xi=a+(b-a)yi, xi is documented as taking values from the closed interval [a,b]. This is because for some values of a and b, g05sqc may return a value of a due to numerical rounding.

10 Example

This example prints five pseudorandom numbers from a uniform distribution between -1.0 and 1.0, generated by a single call to g05sqc, after initialization by g05kfc.

10.1 Program Text

Program Text (g05sqce.c)

10.2 Program Data


10.3 Program Results

Program Results (g05sqce.r)