NAG Library Manual, Mark 28.5
Interfaces:  FL   CL   CPP   AD 

NAG FL Interface Introduction
Example description

 G05XCF Example Program Results

 Weiner Path 1, 11 time steps, 2 dimensions
      Output of G05XBF    Output of G05XDF      Sum of G05XDF
  1   -2.2323   1.6656    -2.2323  -0.3344    -2.2323   1.6656
  2   -5.2301   1.2812    -2.9978  -0.3844    -5.2301   1.2812
  3   -0.9025  -1.2421     4.3276  -2.5234    -0.9025  -1.2421
  4   -3.6799  -0.3972    -2.7774   0.8449    -3.6799  -0.3972
  5   -6.5789  -2.0358    -2.8990  -1.6386    -6.5789  -2.0358
  6  -11.2879  -1.1972    -4.7090   0.8385   -11.2879  -1.1972
  7   -8.8959  -1.6751     2.3919  -0.4779    -8.8959  -1.6751
  8   -9.7103  -2.0523    -0.8144  -0.3772    -9.7103  -2.0523
  9   -8.5720  -3.3306     1.1383  -1.2783    -8.5720  -3.3306
 10   -9.8245  -3.2035    -1.2524   0.1271    -9.8245  -3.2035
 11   -4.9941  -8.3506     4.8304  -5.1471    -4.9941  -8.3506

 Weiner Path 2, 11 time steps, 2 dimensions
      Output of G05XBF    Output of G05XDF      Sum of G05XDF
  1   -1.4101   0.0576    -1.4101  -1.9424    -1.4101   0.0576
  2   -3.5738   0.2519    -2.1637   0.1943    -3.5738   0.2519
  3   -5.2528   1.7232    -1.6790   1.4713    -5.2528   1.7232
  4   -0.8540   1.0897     4.3988  -0.6335    -0.8540   1.0897
  5    0.4905  -0.9098     1.3445  -1.9995     0.4905  -0.9098
  6    2.3322   1.3415     1.8417   2.2514     2.3322   1.3415
  7    3.0105  -4.3312     0.6783  -5.6728     3.0105  -4.3312
  8    2.6776  -3.4437    -0.3329   0.8875     2.6776  -3.4437
  9    0.6546  -2.7291    -2.0230   0.7146     0.6546  -2.7291
 10   -1.3175  -3.8166    -1.9721  -1.0875    -1.3175  -3.8166
 11   -3.0214  -3.5439    -1.7039   0.2727    -3.0214  -3.5439