NAG Library Manual, Mark 30.3
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NAG CL Interface Introduction
Example description

nag_rand_field_1d_generate (g05zpc) Example Program Results


Size of embedding matrix = 16

Approximation not required

Square roots of eigenvalues of embedding matrix:

   0.74207   0.73932   0.73150   0.71991
   0.70639   0.69304   0.68184   0.67442
   0.67182   0.67442   0.68184   0.69304
   0.70639   0.71991   0.73150   0.73932


 Random field realizations:
                   1          2          3          4          5
 -0.87500   -0.41663   -0.81847   -0.97692    0.67410   -0.67616
 -0.62500    0.01457    1.45384    0.02481    0.52178    1.94664
 -0.37500   -0.55557    0.29127   -0.08534    0.42145   -0.13891
 -0.12500   -0.55678    0.31985   -0.60936    0.20194    0.90846
  0.12500   -0.04230    0.04860    1.45897    0.36077   -0.52877
  0.37500   -0.28057   -0.79688    0.23301    0.13351    0.40119
  0.62500    0.92981   -0.39561   -0.84545   -0.27487    0.52703
  0.87500    0.32217    1.52273   -2.16445    0.17941    1.19373