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Examples.QuasiMonteCarlo
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Description
Class Summary | |
GrayCodeCounter | Prints the grey codes gray(n), n=1,2,...,299 computed both directly and recursivley by changing (XORing with 1) the relevant bit. |
L2Discrepancy | Computes L2-discrepancies both using the recursive and explicit formulas. |
L2DiscrepancyGraph | Graphs the L2-discrepancy of Halton and Sobol sequence or the ratio of the two L2-discrepancies for the first 10000 points. |
L2NX | 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". |
LowDiscrepancyPoints | Plots Halton or Sobol points projected on dimensions (i,j). |
Matrices | Test of the row encoding for the NX sequence generator matrices in dimension 12. |
QmcIntegration | Tests the efficiency of the low discrepancy sequnces by computing
the QMC integral of various Intgrnd s
over the unit cube Q=(0,1)^dim. |
Examples.QuasiMonteCarlo
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