g05yl Method
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g05yl initializes a quasi-random generator prior to calling g05ym.

Syntax

C#
public static void g05yl(
	int genid,
	int idim,
	int[] iref,
	int iskip,
	out int ifail
)
Visual Basic (Declaration)
Public Shared Sub g05yl ( _
	genid As Integer, _
	idim As Integer, _
	iref As Integer(), _
	iskip As Integer, _
	<OutAttribute> ByRef ifail As Integer _
)
Visual C++
public:
static void g05yl(
	int genid, 
	int idim, 
	array<int>^ iref, 
	int iskip, 
	[OutAttribute] int% ifail
)
F#
static member g05yl : 
        genid:int * 
        idim:int * 
        iref:int[] * 
        iskip:int * 
        ifail:int byref -> unit

Parameters

genid
Type: System..::.Int32
On entry: must identify the quasi-random generator to use.
genid=1
Sobol generator.
genid=2
Sobol (A659) generator.
genid=3
Niederreiter generator.
genid=4
Faure generator.
Constraint: genid=1, 2, 3 or 4.
idim
Type: System..::.Int32
On entry: the number of dimensions required.
Constraints:
  • if genid=1, 1≤idim≤8300;
  • if genid=2, 1≤idim≤1111;
  • if genid=3, 1≤idim≤318;
  • if genid=4, 1≤idim≤40.
iref
Type: array< System..::.Int32 >[]()[]
An array of size [liref]
Note: liref must satisfy the constraint:
  • if genid=1, 2 or 3, liref≥32×idim+7;
  • if genid=4, liref≥407.
On exit: contains initialization information for use by the generator methods g05ym. iref must not be altered in any way between initialization and calls of the generator methods.
iskip
Type: System..::.Int32
On entry: the number of terms of the sequence to skip on initialization for the Sobol and Niederreiter generators. If genid=4, iskip is ignored.
Constraint: if genid=1, 2 or 3, 0≤iskip≤230.
ifail
Type: System..::.Int32 %
On exit: ifail=0 unless the method detects an error (see [Error Indicators and Warnings]).

Description

g05yl selects a quasi-random number generator through the input value of genid and initializes the iref communication array for use by the methods g05ym.
One of three types of quasi-random generator may be chosen, allowing the low-discrepancy sequences proposed by Sobol, Faure or Niederreiter to be generated.
Two sets of Sobol sequences are supplied, the first, is based on the work of Joe and Kuo (2008). The second, referred to in the documentation as "Sobol (A659)", is based on Algorithm 659 of Bratley and Fox (1988) with the extension to 1111 dimensions proposed by Joe and Kuo (2003). Both sets of Sobol sequences should satisfy the so-called Property A but the first set should have better two-dimensional projections than those produced using Algorithm 659. Sobol (A659) has been included mainly for backwards compatibility.

References

Error Indicators and Warnings

Accuracy

Further Comments

Example

See Also