# NAG CL Interfaceg05khc (init_​leapfrog)

Settings help

CL Name Style:

## 1Purpose

g05khc allows for the generation of multiple, independent, sequences of pseudorandom numbers using the leap-frog method.

## 2Specification

 #include
 void g05khc (Integer n, Integer k, Integer state[], NagError *fail)
The function may be called by the names: g05khc, nag_rand_init_leapfrog or nag_rand_leap_frog.

## 3Description

g05khc adjusts a base generator to allow multiple, independent, sequences of pseudorandom numbers to be generated via the leap-frog method (see the G05 Chapter Introduction for details).
If, prior to calling g05khc the base generator defined by state would produce random numbers ${x}_{1},{x}_{2},{x}_{3},\dots$, then after calling g05khc the generator will produce random numbers ${x}_{k},{x}_{k+n},{x}_{k+2n},{x}_{k+3n},\dots$.
One of the initialization functions g05kfc (for a repeatable sequence if computed sequentially) or g05kgc (for a non-repeatable sequence) must be called prior to the first call to g05khc.
The leap-frog algorithm can be used in conjunction with the NAG basic generator, both the Wichmann–Hill I and Wichmann–Hill II generators, the Mersenne Twister and L'Ecuyer.
Knuth D E (1981) The Art of Computer Programming (Volume 2) (2nd Edition) Addison–Wesley

## 5Arguments

1: $\mathbf{n}$Integer Input
On entry: $n$, the total number of sequences required.
Constraint: ${\mathbf{n}}>0$.
2: $\mathbf{k}$Integer Input
On entry: $k$, the number of the current sequence.
Constraint: $0<{\mathbf{k}}\le {\mathbf{n}}$.
3: $\mathbf{state}\left[\mathit{dim}\right]$Integer Communication Array
Note: the dimension, $\mathit{dim}$, of this array is dictated by the requirements of associated functions that must have been previously called. This array MUST be the same array passed as argument state in the previous call to nag_rand_init_repeatable (g05kfc) or nag_rand_init_nonrepeatable (g05kgc).
On entry: contains information on the selected base generator and its current state.
On exit: contains updated information on the state of the generator.
4: $\mathbf{fail}$NagError * Input/Output
The NAG error argument (see Section 7 in the Introduction to the NAG Library CL Interface).

## 6Error Indicators and Warnings

NE_ALLOC_FAIL
Dynamic memory allocation failed.
See Section 3.1.2 in the Introduction to the NAG Library CL Interface for further information.
On entry, argument $⟨\mathit{\text{value}}⟩$ had an illegal value.
NE_INT
On entry, ${\mathbf{n}}=⟨\mathit{\text{value}}⟩$.
Constraint: ${\mathbf{n}}\ge 1$.
NE_INT_2
On entry, ${\mathbf{k}}=⟨\mathit{\text{value}}⟩$ and ${\mathbf{n}}=⟨\mathit{\text{value}}⟩$.
Constraint: $0<{\mathbf{k}}\le {\mathbf{n}}$.
NE_INT_ARRAY
On entry, cannot use leap-frog with the base generator defined by state.
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_INVALID_STATE
On entry, state vector has been corrupted or not initialized.
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.

Not applicable.

## 8Parallelism and Performance

g05khc is not threaded in any implementation.

The leap-frog method tends to be less efficient than other methods of producing multiple, independent sequences. See the G05 Chapter Introduction for alternative choices.

## 10Example

This example creates three independent sequences using g05khc, after initialization by g05kfc. Five variates from a uniform distribution are then generated from each sequence using g05sac.

### 10.1Program Text

Program Text (g05khce.c)

None.

### 10.3Program Results

Program Results (g05khce.r)