NAG Library Routine Document

G05TBF

Note: before using this routine, please read the Users' Note for your implementation to check the interpretation of bold italicised terms and other implementation-dependent details.

+− Contents

1 Purpose

2 Specification

3 Description

4 References

5 Parameters

6 Error Indicators and Warnings

7 Accuracy

8 Further Comments

+− 9 Example

9.1 Program Text

9.2 Program Data

9.3 Program Results

1 Purpose

G05TBF generates a vector of pseudorandom logical values – .TRUE. with probability

p

and .FALSE. with probability

(1 - p)

2 Specification

SUBROUTINE G05TBF ( N, P, STATE, X, IFAIL)

INTEGER N, STATE(*), IFAIL

REAL (KIND=nag_wp) P

LOGICAL X(N)

3 Description

G05TBF generates

n

logical values

x_{i}

from the relation

y_{i} < p

where

y_{i}

is a pseudorandom number from a uniform distribution over

(0, 1]

, generated by G05SAF using the values of STATE as input to this routine.

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 G05TBF.

4 References

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

5 Parameters

1: N – INTEGERInput: On entry: $n$ , the number of pseudorandom logical values to be generated.
Constraint: $N \geq 0$ .
2: P – REAL (KIND=nag_wp)Input: On entry: must contain the probability of G05TBF returning .TRUE..
Constraint: $0.0 \leq P \leq 1.0$ .
3: STATE( $*$ ) – INTEGER arrayCommunication 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.
4: X(N) – LOGICAL arrayOutput: On exit: the $n$ logical values.
5: IFAIL – INTEGERInput/Output: On entry: IFAIL must be set to $0$ , $- 1 or 1$ . If you are unfamiliar with this parameter you should refer to Section 3.3 in the Essential Introduction for details.
For environments where it might be inappropriate to halt program execution when an error is detected, the value $- 1 or 1$ is recommended. If the output of error messages is undesirable, then the value $1$ is recommended. Otherwise, if you are not familiar with this parameter, the recommended value is $0$ . 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

- 1

, explanatory error messages are output on the current error message unit (as defined by X04AAF).

Errors or warnings detected by the routine:

$IFAIL = 1$: On entry, $N < 0$ .

$IFAIL = 2$: On entry, $P < 0.0$ ,
or $P > 1.0$ .

$IFAIL = 3$: On entry, STATE vector was not initialized or has been corrupted.

7 Accuracy

Not applicable.

8 Further Comments

None.

9 Example

This example prints the first

20

pseudorandom logical values generated by G05TBF after initialization by G05KFF, when the probability of a .TRUE. value is

0.5

NAG Library Routine DocumentG05TBF