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

NAG CL Interface Introduction
Example description
/* nag_rand_quasi_uniform (g05ymc) Example Program.
 *
 * Copyright 2022 Numerical Algorithms Group.
 *
 * Mark 28.5, 2022.
 */
/* Pre-processor includes */
#include <math.h>
#include <nag.h>
#include <stdio.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, d, i, j, q_size;
  Integer *iref = 0;
  Integer pdquas;

  /* NAG structures */
  NagError fail;

  /* Double scalar and array declarations */
  double sum, tmp, vsbl;
  double *quas = 0;

  /* Number of dimensions */
  Integer idim = 8;

  /* Set the sample size */
  Integer n = 200;

  /* Skip the first 1000 variates */
  Integer iskip = 1000;

  /* Use row major order */
  Nag_OrderType order = Nag_RowMajor;

  /* Choose the quasi generator */
  Nag_QuasiRandom_Sequence genid = Nag_QuasiRandom_Sobol;

  /* Initialize the error structure */
  INIT_FAIL(fail);

  printf("nag_rand_quasi_uniform (g05ymc) Example Program Results\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_rand_quasi_init(genid, idim, iref, liref, iskip, &fail);
  if (fail.code != NE_NOERROR) {
    printf("Error from nag_rand_quasi_init (g05ylc).\n%s\n", fail.message);
    exit_status = 1;
    goto END;
  }

  /* Generate n quasi-random variates */
  nag_rand_quasi_uniform(order, n, quas, pdquas, iref, &fail);
  if (fail.code != NE_NOERROR) {
    printf("Error from nag_rand_quasi_uniform (g05ymc).\n%s\n", fail.message);
    exit_status = 1;
    goto END;
  }

  /* Estimate integral by evaluating function at each variate and summing */
  sum = 0.0e0;
  for (i = 0; i < n; i++) {
    tmp = 1.0e0;
    for (d = 0; d < idim; d++)
      tmp *= fabs(4.0e0 * QUAS(i, d) - 2.0e0);
    sum += tmp;
  }

  /* Convert sum to mean value */
  vsbl = sum / (double)n;

  /* Print the estimated value of the integral */
  printf("Value of integral =  %8.4f\n\n", vsbl);

  /* Display the first 10 variates used */
  printf("First 10 variates\n");
  for (i = 0; i < 10; i++) {
    printf(" %3" NAG_IFMT " ", i + 1);
    for (j = 0; j < idim; j++)
      printf("%8.4f%s", QUAS(i, j), ((j + 1) % 20) ? " " : "\n");
    if (idim % 20)
      printf("\n");
  }

END:
  NAG_FREE(quas);
  NAG_FREE(iref);

  return exit_status;
}