g05ypc generates a uniformly distributed low-discrepancy sequence as proposed by Sobol or Niederreiter. Values are generated for a subset of dimensions. It must be preceded by a call to one of the initialization functions
g05ylc or
g05ync.
g05ypc generates a sequence of low discrepancy (quasi-random) values for a specified subset of dimensions. See
Section 2.2 in the
G05 Chapter Introduction for more details.
Prior to calling this function one of the initialization functions
g05ylc or
g05ync must be called and the type of sequence returned by
g05ypc can include the low-discrepancy sequences proposed by Sobol or Niederreiter, depending on the arguments supplied to the initialization routine used. If the initialization function
g05ync was used then the returned sequence is scrambled (see
Section 3 in
g05ync for details).
Bratley P and Fox B L (1988) Algorithm 659: implementing Sobol's quasirandom sequence generator ACM Trans. Math. Software 14(1) 88–100
Fox B L (1986) Algorithm 647: implementation and relative efficiency of quasirandom sequence generators ACM Trans. Math. Software 12(4) 362–376
Note: the following variables are used in the parameter descriptions:
- , the number of dimensions required, see g05ylc or g05ync
- , the length of iref as supplied to the initialization function g05ylc or g05ync
- NE_ALLOC_FAIL
-
Dynamic memory allocation failed.
See
Section 3.1.2 in the Introduction to the NAG Library CL Interface for further information.
- NE_ARRAY_SIZE
-
On entry, and .
Constraint: .
On entry, and .
Constraint: .
- NE_BAD_PARAM
-
On entry, argument had an illegal value.
- NE_INITIALIZATION
-
g05ypc can not be used with the Faure generator.
On entry,
iref has either not been initialized or has been corrupted.
On entry,
iref is too short to use with
g05ypc.
On entry, the specified dimensions are out of sync.
A different number of values have been generated from at least one of the specified dimensions.
- NE_INT
-
On entry, and .
Constraint:
On entry, .
Constraint: .
- NE_INT_2
-
On entry, and .
Constraint:
- NE_INTERNAL_ERROR
-
An internal error has occurred in this function. Check the function call and any array sizes. If the call is correct then please contact
NAG for assistance.
See
Section 7.5 in the Introduction to the NAG Library CL Interface for further information.
- NE_NO_LICENCE
-
Your licence key may have expired or may not have been installed correctly.
See
Section 8 in the Introduction to the NAG Library CL Interface for further information.
- NE_TOO_MANY_CALLS
-
On entry, value of
n would result in too many calls to the generator:
, generator has previously been called
times.
Not applicable.
Background information to multithreading can be found in the
Multithreading documentation.
Please consult the
X06 Chapter Introduction for information on how to control and interrogate the OpenMP environment used within this function. Please also consult the
Users' Note for your implementation for any additional implementation-specific information.
None.