NIEDERREITER2_DATASET
Create a Niederreiter Dataset, Base = 2.


NIEDERREITER2_DATASET is a MATLAB program which creates a Niederreiter quasirandom dataset with base 2.

r = niederreiter2_dataset ( m, n, skip )
where The data is written to the file niederreiter2_m_n.txt.

Licensing:

The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.

Languages:

NIEDERREITER2_DATASET is available in a C++ version and a FORTRAN90 version and a MATLAB version.

Related Data and Programs:

FAURE_DATASET, a MATLAB program which creates a Faure quasirandom dataset;

GRID_DATASET, a MATLAB program which creates a grid sequence and writes it to a file.

LATIN_CENTER_DATASET, a MATLAB program which creates a Latin Center Hypercube dataset;

LATIN_EDGE_DATASET, a MATLAB program which creates a Latin Edge Hypercube dataset;

LATIN_RANDOM_DATASET, a MATLAB program which creates a Latin Random Hypercube dataset;

NIEDERREITER2, a MATLAB library which computes the elements of the sequence. A compiled version of that library must be available to build NIEDERREITER2_DATASET.

NIEDERREITER2, a dataset directory which contains examples of the files created by NIEDERREITER2_DATASET.

NORMAL_DATASET, a MATLAB program which generates a dataset of multivariate normal pseudorandom values and writes them to a file.

SOBOL_DATASET, a MATLAB program which computes a Sobol quasirandom sequence and writes it to a file.

UNIFORM_DATASET, a MATLAB program which generates a dataset of multivariate uniform pseudorandom values and writes them to a file.

VAN_DER_CORPUT_DATASET, a MATLAB program which creates a van der Corput quasirandom sequence and writes it to a file.

Reference:

  1. Paul Bratley, Bennett Fox,
    Algorithm 659: Implementing Sobol's Quasirandom Sequence Generator,
    ACM Transactions on Mathematical Software,
    Volume 14, Number 1, pages 88-100, 1988.
  2. Paul Bratley, Bennett Fox, Harald Niederreiter,
    Algorithm 738: Programs to Generate Niederreiter's Low-Discrepancy Sequences,
    ACM Transactions on Mathematical Software,
    Volume 20, Number 4, pages 494-495, 1994.
  3. Paul Bratley, Bennett Fox, Harald Niederreiter,
    Implementation and Tests of Low Discrepancy Sequences,
    ACM Transactions on Modeling and Computer Simulation,
    Volume 2, Number 3, pages 195-213, 1992.
  4. Bennett Fox,
    Algorithm 647: Implementation and Relative Efficiency of Quasirandom Sequence Generators,
    ACM Transactions on Mathematical Software,
    Volume 12, Number 4, pages 362-376, 1986.
  5. Rudolf Lidl, Harald Niederreiter,
    Finite Fields,
    Cambridge University Press, 1984, page 553.
  6. Harald Niederreiter,
    Low-discrepancy and low-dispersion sequences,
    Journal of Number Theory,
    Volume 30, 1988, pages 51-70.
  7. Harald Niederreiter,
    Random Number Generation and quasi-Monte Carlo Methods,
    SIAM, 1992.

Source Code:

You can go up one level to the MATLAB source codes.


Last revised on 29 June 2009.