nag_rand_bb_init (g05xac) Example Program Results
Wiener Path 1 , 11 time steps, 3 dimensions
1 2 3
1 1.6020 0.5611 1.6975
2 1.2767 0.3972 -1.7199
3 -0.1895 -0.8812 -5.1908
4 -2.8083 -4.4484 -6.7697
5 -5.6251 -6.0375 -3.2551
6 -6.5404 -6.2009 -5.5638
7 -4.6398 -4.9675 -7.4454
8 -5.3501 -4.8563 -9.9002
9 -7.1683 -7.2638 -9.7825
10 -1.9440 -7.0725 -10.7577
11 -4.9941 -3.5442 -10.1561
Wiener Path 2 , 11 time steps, 3 dimensions
1 2 3
1 2.6097 6.2430 0.0316
2 3.5442 4.2836 2.5742
3 1.3068 6.1511 4.5362
4 2.7487 8.6021 2.6880
5 3.4584 6.1778 -0.6274
6 0.5965 8.3014 0.5933
7 -3.2701 5.4787 1.0727
8 -4.7527 7.0988 0.9120
9 -4.9375 7.9486 0.7657
10 -7.1302 7.3180 0.2706
11 -0.6289 9.8866 -2.2762