NAG FL Interface
g05sqf (dist_​uniform)

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1 Purpose

g05sqf generates a vector of pseudorandom numbers uniformly distributed over the interval [a,b].

2 Specification

Fortran Interface
Subroutine g05sqf ( n, a, b, state, x, ifail)
Integer, Intent (In) :: n
Integer, Intent (Inout) :: state(*), ifail
Real (Kind=nag_wp), Intent (In) :: a, b
Real (Kind=nag_wp), Intent (Out) :: x(n)
C Header Interface
#include <nag.h>
void  g05sqf_ (const Integer *n, const double *a, const double *b, Integer state[], double x[], Integer *ifail)
The routine may be called by the names g05sqf or nagf_rand_dist_uniform.

3 Description

If a=0 and b=1, g05sqf returns the next n values yi from a uniform (0,1] generator (see g05saf for details).
For other values of a and b, g05sqf applies the transformation
The routine ensures that the values xi lie in the closed interval [a,b].
One of the initialization routines g05kff (for a repeatable sequence if computed sequentially) or g05kgf (for a non-repeatable sequence) must be called prior to the first call to g05sqf.

4 References

Knuth D E (1981) The Art of Computer Programming (Volume 2) (2nd Edition) Addison–Wesley

5 Arguments

1: n Integer Input
On entry: n, the number of pseudorandom numbers to be generated.
Constraint: n0.
2: a Real (Kind=nag_wp) Input
3: b Real (Kind=nag_wp) Input
On entry: the end points a and b of the uniform distribution.
Constraint: ab.
4: state(*) Integer array Communication Array
Note: the actual argument supplied must be the array state supplied to the initialization routines g05kff or g05kgf.
On entry: contains information on the selected base generator and its current state.
On exit: contains updated information on the state of the generator.
5: x(n) Real (Kind=nag_wp) array Output
On exit: the n pseudorandom numbers from the specified uniform distribution.
6: ifail Integer Input/Output
On entry: ifail must be set to 0, −1 or 1 to set behaviour on detection of an error; these values have no effect when no error is detected.
A value of 0 causes the printing of an error message and program execution will be halted; otherwise program execution continues. A value of −1 means that an error message is printed while a value of 1 means that it is not.
If halting is not appropriate, the value −1 or 1 is recommended. If message printing is undesirable, then the value 1 is recommended. Otherwise, the value 0 is recommended. When the value -1 or 1 is used it is essential to test the value of ifail on exit.
On exit: ifail=0 unless the routine detects an error or a warning has been flagged (see Section 6).

6 Error Indicators and Warnings

If on entry ifail=0 or −1, explanatory error messages are output on the current error message unit (as defined by x04aaf).
Errors or warnings detected by the routine:
On entry, n=value.
Constraint: n0.
On entry, a=value and b=value.
Constraint: ba.
On entry, state vector has been corrupted or not initialized.
An unexpected error has been triggered by this routine. Please contact NAG.
See Section 7 in the Introduction to the NAG Library FL Interface for further information.
Your licence key may have expired or may not have been installed correctly.
See Section 8 in the Introduction to the NAG Library FL Interface for further information.
Dynamic memory allocation failed.
See Section 9 in the Introduction to the NAG Library FL Interface for further information.

7 Accuracy

Not applicable.

8 Parallelism and Performance

Background information to multithreading can be found in the Multithreading documentation.
g05sqf is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.
Please consult the X06 Chapter Introduction for information on how to control and interrogate the OpenMP environment used within this routine. Please also consult the Users' Note for your implementation for any additional implementation-specific information.

9 Further Comments

Although yi takes a value from the half closed interval (0,1] and xi=a+(b-a)yi, xi is documented as taking values from the closed interval [a,b]. This is because for some values of a and b, g05sqf may return a value of a due to numerical rounding.

10 Example

This example prints five pseudorandom numbers from a uniform distribution between -1.0 and 1.0, generated by a single call to g05sqf, after initialization by g05kff.

10.1 Program Text

Program Text (g05sqfe.f90)

10.2 Program Data

Program Data (g05sqfe.d)

10.3 Program Results

Program Results (g05sqfe.r)