Package Examples.QuasiMonteCarlo

Package description: Examples.QuasiMonteCarlo


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 Intgrnds over the unit cube Q=(0,1)^dim.

Package Examples.QuasiMonteCarlo Description

Package description: Examples.QuasiMonteCarlo

Programs to plot projections of low discrepancy points, compute the L2-discrepancy of the low discrepancy sequences which are implemented (Halton, Sobol, Niederreiter-Xing), and test the low discreapncy sequences on nasty test integrals.