nag_rand_init_nonrepeatable (g05kgc) (PDF version)
g05 Chapter Contents
g05 Chapter Introduction
NAG C Library Manual

NAG Library Function Document

nag_rand_init_nonrepeatable (g05kgc)

+ Contents

    1  Purpose
    7  Accuracy

1  Purpose

nag_rand_init_nonrepeatable (g05kgc) initializes the selected base generator to generate a non-repeatable sequence of variates. The base generator can then be used by the group of pseudorandom number functions (see g05khcg05kjc, g05ncc, g05ndc, g05pdcg05pjc, g05pxcg05pzc, g05rcc, g05rdc, g05ryc, g05rzc and g05sacg05tlc) and the quasi-random scrambled sequence initialization function, nag_quasi_init_scrambled (g05ync).

2  Specification

#include <nag.h>
#include <nagg05.h>
void  nag_rand_init_nonrepeatable (Nag_BaseRNG genid, Integer subid, Integer state[], Integer *lstate, NagError *fail)

3  Description

nag_rand_init_nonrepeatable (g05kgc) selects a base generator through the input value of the arguments genid and subid, and then initializes it based on the values taken from the real-time clock, resulting in the same base generator yielding different sequences of random numbers each time the calling program is run. It should be noted that there is no guarantee of statistical properties between sequences, only within sequences.
A definition of some of the terms used in this description, along with details of the various base generators can be found in the g05 Chapter Introduction.

4  References

L'Ecuyer P and Simard R (2002) TestU01: a software library in ANSI C for empirical testing of random number generators Departement d'Informatique et de Recherche Operationnelle, Universite de Montreal http://www.iro.umontreal.ca/~lecuyer
Maclaren N M (1989) The generation of multiple independent sequences of pseudorandom numbers Appl. Statist. 38 351–359
Matsumoto M and Nishimura T (1998) Mersenne twister: a 623-dimensionally equidistributed uniform pseudorandom number generator ACM Transactions on Modelling and Computer Simulations
Wichmann B A and Hill I D (2006) Generating good pseudo-random numbers Computational Statistics and Data Analysis 51 1614–1622
Wikramaratna R S (1989) ACORN - a new method for generating sequences of uniformly distributed pseudo-random numbers Journal of Computational Physics 83 16–31

5  Arguments

1:     genidNag_BaseRNGInput
On entry: must contain the type of base generator to use.
genid=Nag_Basic
NAG basic generator.
genid=Nag_WichmannHill_I
Wichmann Hill I generator.
genid=Nag_MersenneTwister
Mersenne Twister.
genid=Nag_WichmannHill_II
Wichmann Hill II generator.
genid=Nag_ACORN
ACORN generator.
genid=Nag_MRG32k3a
L'Ecuyer MRG32k3a generator.
See the g05 Chapter Introduction for details of each of the base generators.
Constraint: genid=Nag_Basic, Nag_WichmannHill_I, Nag_MersenneTwister, Nag_WichmannHill_II, Nag_ACORN or Nag_MRG32k3a.
2:     subidIntegerInput
On entry: if genid=Nag_WichmannHill_I, subid indicates which of the 273 sub-generators to use. In this case, the subid +272  mod  273 + 1  sub-generator is used.
If genid=Nag_ACORN, subid indicates the values of k and p to use, where k is the order of the generator, and p controls the size of the modulus, M, with M = 2 p×30 . If subid<1, the default values of k=10 and p=2 are used, otherwise values for k and p are calculated from the formula, subid=k+1000p-1.
If genid=Nag_MRG32k3a and subid mod 2=0 the range of the generator is set to 0,1, otherwise the range is set to 0,1; in this case the sequence is identical to the implementation of MRG32k3a in TestU01 (see L'Ecuyer and Simard (2002)) for identical seeds.
For all other values of genid, subid is not referenced.
3:     state[lstate]IntegerCommunication Array
On exit: contains information on the selected base generator and its current state.
4:     lstateInteger *Input/Output
On entry: the dimension of the state array, or a value <1. If the Mersenne Twister (genid=Nag_MersenneTwister) is being used and the skip ahead function nag_rand_skip_ahead (g05kjc) or nag_rand_skip_ahead_power2 (g05kkc) will be called subsequently, then you must ensure that lstate1260.
On exit: if lstate<1 on entry, then the required length of the state array for the chosen base generator, otherwise lstate is unchanged. When genid=Nag_MersenneTwister (Mersenne Twister) a value of 1260 is returned, allowing for the skip ahead function to be subsequently called. In all other cases the minimum length, as documented in the constraints below, is returned.
Constraints:
  • if genid=Nag_Basic, lstate17;
  • if genid=Nag_WichmannHill_I, lstate21;
  • if genid=Nag_MersenneTwister, lstate633;
  • if genid=Nag_WichmannHill_II, lstate29;
  • if genid=Nag_ACORN, lstatemaxk+1×p+9,14+3, where k and p are defined by subid;
  • if genid=Nag_MRG32k3a, lstate58;
  • otherwise lstate<1.
5:     failNagError *Input/Output
The NAG error argument (see Section 3.6 in the Essential Introduction).

6  Error Indicators and Warnings

NE_ALLOC_FAIL
Dynamic memory allocation failed.
NE_BAD_PARAM
On entry, argument value had an illegal value.
NE_INT
On entry, lstate=value.
Constraint: lstate0 or lstatevalue.
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.

7  Accuracy

Not applicable.

8  Further Comments

None.

9  Example

This example prints the first five pseudorandom real numbers from a uniform distribution between 0 and 1, generated by nag_rand_basic (g05sac) after initialization by nag_rand_init_nonrepeatable (g05kgc).

9.1  Program Text

Program Text (g05kgce.c)

9.2  Program Data

None.

9.3  Program Results

Program Results (g05kgce.r)


nag_rand_init_nonrepeatable (g05kgc) (PDF version)
g05 Chapter Contents
g05 Chapter Introduction
NAG C Library Manual

© The Numerical Algorithms Group Ltd, Oxford, UK. 2012