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# Sobol Class Reference

`#include <QuasiMonteCarlo.h>`

Inheritance diagram for Sobol:

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 1.3-rc3