NAG Library Manual, Mark 30
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NAG CL Interface Introduction
Example description

nag_rand_bb (g05xbc) Example Program Results

Wiener Path  1,  11 time steps,  3 dimensions
         1          2          3 
 1    -1.0602   -2.8701   -0.9415
 2    -3.0575   -1.9502    0.2596
 3    -6.8274   -2.4434    0.4597
 4    -5.2855   -3.4475    0.0795
 5    -8.1784   -5.2296   -0.0921
 6    -4.6874   -5.0220    1.4862
 7    -3.0959   -4.8623   -4.4076
 8    -2.9605   -1.8936   -3.9539
 9    -5.4685   -2.3856   -3.2031
10     0.1205   -5.0520   -1.0385
11     1.0000    0.5000    0.0000

Wiener Path  2,  11 time steps,  3 dimensions
         1          2          3 
 1     0.6564    3.5142    1.5911
 2    -2.3773    3.1618    3.0316
 3     0.3020    6.8815    2.0875
 4    -0.2169    4.6026    1.1982
 5    -2.0684    4.1503    2.4758
 6    -5.1075    3.7303    2.7563
 7    -3.8497    3.6682    2.4827
 8    -1.8292    4.4153    0.1916
 9    -2.0649    0.6952   -2.1201
10     0.1962    1.7769   -5.7685
11     1.0000    0.5000    0.0000