NAG Library Manual, Mark 28.6
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NAG CL Interface Introduction
Example description

nag_rand_bb_init (g05xac) Example Program Results

Wiener Path 1 ,  11  time steps, 3  dimensions 
         1          2          3 
 1     1.6020    0.5611    1.6975
 2     1.2767    0.3972   -1.7199
 3    -0.1895   -0.8812   -5.1908
 4    -2.8083   -4.4484   -6.7697
 5    -5.6251   -6.0375   -3.2551
 6    -6.5404   -6.2009   -5.5638
 7    -4.6398   -4.9675   -7.4454
 8    -5.3501   -4.8563   -9.9002
 9    -7.1683   -7.2638   -9.7825
10    -1.9440   -7.0725  -10.7577
11    -4.9941   -3.5442  -10.1561

Wiener Path 2 ,  11  time steps, 3  dimensions 
         1          2          3 
 1     2.6097    6.2430    0.0316
 2     3.5442    4.2836    2.5742
 3     1.3068    6.1511    4.5362
 4     2.7487    8.6021    2.6880
 5     3.4584    6.1778   -0.6274
 6     0.5965    8.3014    0.5933
 7    -3.2701    5.4787    1.0727
 8    -4.7527    7.0988    0.9120
 9    -4.9375    7.9486    0.7657
10    -7.1302    7.3180    0.2706
11    -0.6289    9.8866   -2.2762