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Sobol Class Reference

#include <QuasiMonteCarlo.h>

Inheritance diagram for Sobol:

LowDiscrepancySequence List of all members.

Public Member Functions

void restart ()
const RealArray1DnextPoint ()
void read_prim_pol (int k, int n, int d)
void printInitialization ()
 Sobol (int dim)

Constructor & Destructor Documentation

Sobol::Sobol int    dim
 

Constructor

Parameters:
dim dimension of the Sobol sequence.


Member Function Documentation

void Sobol::restart   [virtual]
 

empty default implementation

Reimplemented from LowDiscrepancySequence.

const RealArray1D& Sobol::nextPoint   [virtual]
 

The next Sobol point in the unit cube [0,1]^dim.

Implements LowDiscrepancySequence.

void Sobol::read_prim_pol int    k,
int    n,
int    d
 

A primitive polynomial p(x) modulo 2 is encoded by a pair of numbers (d,n) as follows: d=degree(p), the leading and trailing coefficient of p are 1 and the intermediate coefficients are the bits of n in the binary representation of n: for example the polynomial

1+x+x^2+x^4+x^5

with coefficients (1)1101(1) is encoded as (5,n) with n=1101=13. In other words the least significant bit of n corresponds to the second highest power of x etc.

The routine allocates the coefficient array p[k] of this polynomial and writes the coefficients into the array with powers of x decreasing left to right.

Parameters:
k polynomial is to be stored as p[k]
n,d encodings of polynomial

void Sobol::printInitialization  
 

Test function, prints the v[j][k] initialization.


The documentation for this class was generated from the following file:
Generated on Mon Sep 22 02:16:33 2003 for Libor-Library by doxygen1.3-rc3