Class QMC


  • public final class QMC
    extends java.lang.Object
    • Constructor Summary

      Constructors 
      Modifier Constructor Description
      private QMC()  
    • Method Summary

      All Methods Static Methods Concrete Methods 
      Modifier and Type Method Description
      static int fibonacci​(int k)  
      static double fibonacciLattice​(int k, int i, int d)  
      static int getFibonacciRank​(int n)  
      static double halton​(int d, int i)  
      static double korobovLattice​(int m, int i, int d)  
      static double mod1​(double x)
      Compute mod(x,1), assuming that x is positive or 0.
      private static int nextPrime​(int p)  
      static double reducedCPRotation​(int k, int d, double x0, double x1)  
      static double riLP​(int i, int r)  
      static double riS​(int i, int r)  
      static double riVDC​(int bits, int r)  
      static int sigma​(int i, int order)
      Compute sigma function used to seed QMC sequence trees.
      • Methods inherited from class java.lang.Object

        clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
    • Field Detail

      • SIGMA

        private static final int[][] SIGMA
      • PRIMES

        private static final int[] PRIMES
      • FIBONACCI

        private static final int[] FIBONACCI
      • FIBONACCI_INV

        private static final double[] FIBONACCI_INV
      • KOROBOV

        private static final double[] KOROBOV
    • Constructor Detail

      • QMC

        private QMC()
    • Method Detail

      • nextPrime

        private static final int nextPrime​(int p)
      • riVDC

        public static double riVDC​(int bits,
                                   int r)
      • riS

        public static double riS​(int i,
                                 int r)
      • riLP

        public static double riLP​(int i,
                                  int r)
      • halton

        public static final double halton​(int d,
                                          int i)
      • mod1

        public static final double mod1​(double x)
        Compute mod(x,1), assuming that x is positive or 0.
        Parameters:
        x - any number >= 0
        Returns:
        mod(x,1)
      • sigma

        public static final int sigma​(int i,
                                      int order)
        Compute sigma function used to seed QMC sequence trees. The sigma table is exactly 2^order elements long, and therefore i should be in the: [0, 2^order) interval. This function is equal to 2^order*halton(0,i)
        Parameters:
        i - index
        order -
        Returns:
        sigma function
      • getFibonacciRank

        public static final int getFibonacciRank​(int n)
      • fibonacci

        public static final int fibonacci​(int k)
      • fibonacciLattice

        public static final double fibonacciLattice​(int k,
                                                    int i,
                                                    int d)
      • reducedCPRotation

        public static final double reducedCPRotation​(int k,
                                                     int d,
                                                     double x0,
                                                     double x1)
      • korobovLattice

        public static final double korobovLattice​(int m,
                                                  int i,
                                                  int d)