g05kkc allows for the generation of multiple, independent, sequences of pseudorandom numbers using the skip-ahead method. The base pseudorandom number sequence defined by
state is advanced
${2}^{n}$ places.
g05kkc adjusts a base generator to allow multiple, independent, sequences of pseudorandom numbers to be generated via the skip-ahead method (see the
G05 Chapter Introduction for details).
If, prior to calling
g05kkc the base generator defined by
state would produce random numbers
${x}_{1},{x}_{2},{x}_{3},\dots $, then after calling
g05kkc the generator will produce random numbers
${x}_{{2}^{n}+1},{x}_{{2}^{n}+2},{x}_{{2}^{n}+3},\dots $.
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
g05kkc.
The skip-ahead algorithm can be used in conjunction with any of the six base generators discussed in the
G05 Chapter Introduction.
Haramoto H, Matsumoto M, Nishimura T, Panneton F and L'Ecuyer P (2008) Efficient jump ahead for F2-linear random number generators INFORMS J. on Computing 20(3) 385–390
Not applicable.
Calling
g05kkc and then generating a series of uniform values using
g05sac is equivalent to, but more efficient than, calling
g05sac and discarding the first
${2}^{n}$ values. This may not be the case for distributions other than the uniform, as some distributional generators require more than one uniform variate to generate a single draw from the required distribution.
This example initializes a base generator using
g05kfc and then uses
g05kkc to advance the sequence
${2}^{17}$ places before generating five variates from a uniform distribution using
g05sac.