FaureRsg Class Reference

Faure low-discrepancy sequence generator. More...

#include <faurersg.hpp>

Collaboration diagram for FaureRsg:

Public Types
typedef Sample< std::vector< Real > >	sample_type

Public Member Functions
	FaureRsg (Size dimensionality)
const std::vector< long int > &	nextIntSequence () const
const std::vector< long int > &	lastIntSequence () const
const sample_type &	nextSequence () const
const sample_type &	lastSequence () const
Size	dimension () const

Private Member Functions
void	generateNextIntSequence () const

Private Attributes
Size	dimensionality_
sample_type	sequence_
std::vector< long int >	integerSequence_
std::vector< long int >	bary_
std::vector< std::vector< long int > >	gray_
Size	base_
Size	mbit_
std::vector< std::vector< long int > >	powBase_
std::vector< long int >	addOne_
std::vector< std::vector< std::vector< long int > > >	pascal3D
double	normalizationFactor_

Detailed Description

Faure low-discrepancy sequence generator.

It is based on existing Fortran and C algorithms to calculate pascal matrix and gray transforms.

1. E. Thiemard Economic generation of low-discrepancy sequences with a b-ary gray code.

2. Algorithms 659, 647. http://www.netlib.org/toms/647, http://www.netlib.org/toms/659

   Tests:

   the correctness of the returned values is tested by reproducing known good values.

Definition at line 46 of file faurersg.hpp.

Member Typedef Documentation

sample_type

typedef Sample<std::vector<Real> > sample_type

Definition at line 48 of file faurersg.hpp.

Constructor & Destructor Documentation

FaureRsg()

FaureRsg

(

Size

dimensionality

)

Definition at line 26 of file faurersg.cpp.

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Member Function Documentation

nextIntSequence()

const std::vector< long int > & nextIntSequence

(

)

const

Definition at line 50 of file faurersg.hpp.

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lastIntSequence()

const std::vector< long int > & lastIntSequence

(

)

const

Definition at line 54 of file faurersg.hpp.

nextSequence()

const sample_type & nextSequence

(

)

const

Definition at line 57 of file faurersg.hpp.

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lastSequence()

const sample_type & lastSequence

(

)

const

Definition at line 63 of file faurersg.hpp.

dimension()

Size dimension

(

)

const

Definition at line 64 of file faurersg.hpp.

generateNextIntSequence()

void generateNextIntSequence ( ) const

private

Definition at line 109 of file faurersg.cpp.

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Member Data Documentation

dimensionality_

Size dimensionality_

private

Definition at line 67 of file faurersg.hpp.

sequence_

sample_type sequence_

mutableprivate

Definition at line 69 of file faurersg.hpp.

integerSequence_

std::vector<long int> integerSequence_

mutableprivate

Definition at line 70 of file faurersg.hpp.

bary_

std::vector<long int> bary_

mutableprivate

Definition at line 71 of file faurersg.hpp.

gray_

std::vector<std::vector<long int> > gray_

mutableprivate

Definition at line 72 of file faurersg.hpp.

base_

Size base_

private

Definition at line 73 of file faurersg.hpp.

mbit_

Size mbit_

private

Definition at line 73 of file faurersg.hpp.

powBase_

std::vector<std::vector<long int> > powBase_

private

Definition at line 74 of file faurersg.hpp.

addOne_

std::vector<long int> addOne_

private

Definition at line 75 of file faurersg.hpp.

pascal3D

std::vector<std::vector<std::vector<long int> > > pascal3D

private

Definition at line 76 of file faurersg.hpp.

normalizationFactor_

double normalizationFactor_

private

Definition at line 77 of file faurersg.hpp.