Up: Leap Frogging
DRANDLEAPFROG / SRANDLEAPFROGAmend a generator so that it will generate every Kth value.
(Note that SRANDLEAPFROG is the single precision version of DRANDLEAPFROG. The argument lists of both routines are identical except that any double precision arguments of DRANDLEAPFROG are replaced in SRANDLEAPFROG by single precision arguments - type REAL in FORTRAN or type float in C).
— Input/Output: INTEGER STATE(*)
The STATE vector holds information on the state of the base generator being used and as such its minimum length varies. Prior to calling
DRANDLEAPFROGSTATE must have been initialized. See Initialization of the Base Generators for information on initialization of the STATE variable.
On input: the current state of the base generator.
On output: The STATE vector for a generator that has been advanced K-1 places and will return every Nth value.
Constraint: The STATE array must be for either the NAG basic, Wichmann-Hill or L'Ecuyer Combined Recursive base generators.
Example:
C Generate 3 * 100 values from the Uniform distribution
C Multiple streams generated using the Leap Frog method
INTEGER LSTATE,N
PARAMETER (LSTATE=16,N=100)
INTEGER I,INFO
INTEGER SEED(1),STATE1(LSTATE),STATE2(LSTATE),STATE3(LSTATE)
INTEGER X1(N),X2(N),X3(N)
DOUBLE PRECISION A,B
C Set the seed
SEED(1) = 1234
C Set the distributional parameters
A = 0.0D0
B = 1.0D0
C Initialize the STATE1 vector
CALL DRANDINITIALIZE(1,1,SEED,1,STATE1,LSTATE,INFO)
C Copy the STATE1 vector into other state vectors
DO 20 I = 1,LSTATE
STATE2(I) = STATE1(I)
STATE3(I) = STATE1(I)
20 CONTINUE
C Update each stream so they generate every 3rd value
CALL DRANDLEAPFROG(3,1,STATE1,INFO)
CALL DRANDLEAPFROG(3,2,STATE2,INFO)
CALL DRANDLEAPFROG(3,3,STATE3,INFO)
C Generate 3 sets of N variates from the Univariate distribution
CALL DRANDUNIFORM(N,A,B,STATE1,X1,LDX,INFO)
CALL DRANDUNIFORM(N,A,B,STATE2,X2,LDX,INFO)
CALL DRANDUNIFORM(N,A,B,STATE3,X3,LDX,INFO)
C Print the results
DO 40 I = 1,N
WRITE(6,*) X1(I),X2(I),X3(I)
40 CONTINUE
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