Examples.QuasiMonteCarlo
Class L2NX

java.lang.Object
  Examples.QuasiMonteCarlo.L2NX

public class L2NX

extends java.lang.Object

Class computes the L2 discrepancy of the Sobol and Niederreiter Xing sequences in dimensions 4-20 and writes the result to the file "L2D.txt". Warning: this takes a while.

Field Summary

static int

N

Constructor Summary

L2NX()

Method Summary

static void	computeL2Discrepancy(double[][] r, int N, LowDiscrepancySequence S) Compute the L2-discrepancies of the low discrepancy sequence S at points N=2^n-1, n=9,10,...,15 and print a report to the screen.
static void	computeL2Discrepancy(int N, double[][] rx, LowDiscrepancySequence X, java.lang.String Xseq, double[][] ry, LowDiscrepancySequence Y, java.lang.String Yseq, FixedFieldWidthFileWriter fout) Compute the L2-discrepancies of the low discrepancy sequences X,Y at points N=2^n-1, n=9,10,...,15 and print a report to the file L2D.txt.
static void	main(java.lang.String[] args)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

N

public static final int N

See Also:

Constant Field Values

Constructor Detail

L2NX

public L2NX()

Method Detail

main

public static void main(java.lang.String[] args)
                 throws java.io.IOException

Throws:

java.io.IOException

computeL2Discrepancy

public static void computeL2Discrepancy(double[][] r,
                                        int N,
                                        LowDiscrepancySequence S)

Compute the L2-discrepancies of the low discrepancy sequence S at points N=2^n-1, n=9,10,...,15 and print a report to the screen.

computeL2Discrepancy

public static void computeL2Discrepancy(int N,
                                        double[][] rx,
                                        LowDiscrepancySequence X,
                                        java.lang.String Xseq,
                                        double[][] ry,
                                        LowDiscrepancySequence Y,
                                        java.lang.String Yseq,
                                        FixedFieldWidthFileWriter fout)
                                 throws java.io.IOException

Compute the L2-discrepancies of the low discrepancy sequences X,Y at points N=2^n-1, n=9,10,...,15 and print a report to the file L2D.txt.

Throws:

java.io.IOException