NAG Library Manual, Mark 30.2
Interfaces:  FL   CL   CPP   AD 

NAG FL Interface Introduction
Example description

 G05ZTF Example Program Results


 Size of embedding matrix =      32

 Approximation not required

 Fractional Brownian motion realizations (x coordinate first):
              1         2         3         4         5
 0.0    0.00000   0.00000   0.00000   0.00000   0.00000
 0.2   -0.52650  -0.16159  -0.96224  -0.40096   0.65803
 0.4   -1.81085  -0.85811  -1.43661   0.03947   0.99671
 0.6   -1.65690  -0.74802  -0.61733  -0.34685   0.05141
 0.8   -1.72240  -0.14958   0.14996   0.18134   0.26567
 1.0   -2.20349   0.46219   0.70982   0.66405   0.40706
 1.2   -2.38542   0.52085   0.36330   0.31831   0.81515
 1.4   -3.13939   0.68433   0.79826  -0.35408   1.12296
 1.6   -3.54602   0.64413   0.85751  -0.39303   1.14220
 1.8   -4.09082   1.67048   0.06038   0.30181   1.30350
 2.0   -2.97487   1.72275  -0.67253  -0.07439   1.57169