NAG Library Function Document
nag_rand_uniform (g05sqc) generates a vector of pseudorandom numbers uniformly distributed over the interval .
||nag_rand_uniform (Integer n,
, nag_rand_uniform (g05sqc) returns the next
from a uniform
generator (see nag_rand_basic (g05sac)
For other values of
, nag_rand_uniform (g05sqc) applies the transformation
The function ensures that the values
lie in the closed interval
One of the initialization functions nag_rand_init_repeatable (g05kfc)
(for a repeatable sequence if computed sequentially) or nag_rand_init_nonrepeatable (g05kgc)
(for a non-repeatable sequence) must be called prior to the first call to nag_rand_uniform (g05sqc).
Knuth D E (1981) The Art of Computer Programming (Volume 2) (2nd Edition) Addison–Wesley
n – IntegerInput
On entry: , the number of pseudorandom numbers to be generated.
a – doubleInput
b – doubleInput
On entry: the end points and of the uniform distribution.
state – IntegerCommunication Array
the actual argument supplied must be the array state
supplied to the initialization functions 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.
x[n] – doubleOutput
On exit: the pseudorandom numbers from the specified uniform distribution.
fail – NagError *Input/Output
The NAG error argument (see Section 3.6
in the Essential Introduction).
6 Error Indicators and Warnings
On entry, argument had an illegal value.
On entry, .
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
On entry, state
vector has been corrupted or not initialized.
On entry, and .
Although takes a value from the half closed interval and , is documented as taking values from the closed interval . This is because for some values of and , nag_rand_uniform (g05sqc) may return a value of due to numerical rounding.
This example prints five pseudorandom numbers from a uniform distribution between
, generated by a single call to nag_rand_uniform (g05sqc), after initialization by nag_rand_init_repeatable (g05kfc)
9.1 Program Text
Program Text (g05sqce.c)
9.2 Program Data
9.3 Program Results
Program Results (g05sqce.r)