nag_rand_bb (g05xbc) Example Program Results
Wiener Path 1, 11 time steps, 3 dimensions
1 2 3
1 -1.0602 -2.8701 -0.9415
2 -3.0575 -1.9502 0.2596
3 -6.8274 -2.4434 0.4597
4 -5.2855 -3.4475 0.0795
5 -8.1784 -5.2296 -0.0921
6 -4.6874 -5.0220 1.4862
7 -3.0959 -4.8623 -4.4076
8 -2.9605 -1.8936 -3.9539
9 -5.4685 -2.3856 -3.2031
10 0.1205 -5.0520 -1.0385
11 1.0000 0.5000 0.0000
Wiener Path 2, 11 time steps, 3 dimensions
1 2 3
1 0.6564 3.5142 1.5911
2 -2.3773 3.1618 3.0316
3 0.3020 6.8815 2.0875
4 -0.2169 4.6026 1.1982
5 -2.0684 4.1503 2.4758
6 -5.1075 3.7303 2.7563
7 -3.8497 3.6682 2.4827
8 -1.8292 4.4153 0.1916
9 -2.0649 0.6952 -2.1201
10 0.1962 1.7769 -5.7685
11 1.0000 0.5000 0.0000