SSJ API Documentation
Stochastic Simulation in Java
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umontreal.ssj.discrepancy.DiscShift2Lattice Class Reference

This class computes the same discrepancy for randomly shifted points of a set \(\mathcal{L}\) as given in eq. More...

Inheritance diagram for umontreal.ssj.discrepancy.DiscShift2Lattice:
umontreal.ssj.discrepancy.DiscShift2 umontreal.ssj.discrepancy.Discrepancy

Public Member Functions

 DiscShift2Lattice (double[][] points, int n, int s)
 Constructor with the \(n\) points points[i] in dimension \(s\) with all weights \(\gamma_r =1\).
 DiscShift2Lattice (double[][] points, int n, int s, double[] gamma)
 Constructor with the \(n\) points points[i] in dimension \(s\) with the weights \(\gamma_r = \) gamma[r-1], \(r = 1, …, s\).
 DiscShift2Lattice (int n, int s, double[] gamma)
 The number of points is \(n\), the dimension \(s\), and the.
 DiscShift2Lattice (Rank1Lattice set)
 Constructor with the lattice set.
 DiscShift2Lattice ()
 Empty constructor.
double compute (double[][] points, int n, int s)
 Computes the discrepancy ( shift2lat ) for the first \(n\) \(s\)-dimensional points of lattice points.
double compute (double[][] points, int n, int s, double[] gamma)
 Computes the discrepancy ( shift2lat ) in dimension \(s\) with \(\gamma_r = \) gamma[r-1].
double compute (double[] T, int n)
 Computes the discrepancy ( shift2dim1lat ) with weight \(\gamma=1\) for the 1-dimensional lattice of \(n\) points \(T\).
double compute (double[] T, int n, double gamma)
 Computes the discrepancy ( shift2dim1lat ) with weight \(\gamma=\) gamma for the 1-dimensional lattice of \(n\) points \(T\).
Public Member Functions inherited from umontreal.ssj.discrepancy.DiscShift2
 DiscShift2 (double[][] points, int n, int s)
 Constructor with the \(n\) points \(P_i = \) points[i] in dimension \(s\), with all weights \(\gamma_j =1\).
 DiscShift2 (double[][] points, int n, int s, double[] gamma)
 Constructor with the \(n\) points \(P_i = \) points[i] in dimension \(s\), with the weights \(\gamma_j = \) gamma[j-1],.
 DiscShift2 (int n, int s, double[] gamma)
 The number of points is \(n\), the dimension \(s\), and the.
 DiscShift2 (PointSet set)
 Constructor with the point set set.
 DiscShift2 ()
 Empty constructor.
Public Member Functions inherited from umontreal.ssj.discrepancy.Discrepancy
 Discrepancy (double[][] points, int n, int s)
 Constructor with the \(n\) points points[i] in \(s\) dimensions.
 Discrepancy (double[][] points, int n, int s, double[] gamma)
 Constructor with the \(n\) points points[i] in \(s\) dimensions and the \(s\) weight factors gamma[ \(j\)], \(j = 0, 1, …, (s-1)\).
 Discrepancy (int n, int s, double[] gamma)
 The number of points is \(n\), the dimension \(s\), and the.
 Discrepancy (PointSet set)
 Constructor with the point set set.
 Discrepancy ()
 Empty constructor.
double compute ()
 Computes the discrepancy of all the points in maximal dimension (dimension of the points).
double compute (int s)
 Computes the discrepancy of all the points in dimension \(s\).
double compute (double[][] points)
 Computes the discrepancy of all the points of points in maximum dimension.
double compute (double[] T)
 Computes the discrepancy of all the points of T in 1 dimension.
double compute (PointSet set, double[] gamma)
 Computes the discrepancy of all the points in set in the same dimension as the point set and with weights gamma.
double compute (PointSet set)
 Computes the discrepancy of all the points in set in the same dimension as the point set.
int getNumPoints ()
 Returns the number of points \(n\).
int getDimension ()
 Returns the dimension of the points \(s\).
void setPoints (double[][] points, int n, int s)
 Sets the points to points and the dimension to \(s\).
void setPoints (double[][] points)
 Sets the points to points.
void setGamma (double[] gam, int s)
 Sets the weight factors to gam for each dimension up to \(s\).
double[] getGamma ()
 Returns the weight factors gamma for each dimension up to \(s\).
String toString ()
 Returns the parameters of this class.
String formatPoints ()
 Returns all the points of this class.
String getName ()
 Returns the name of the Discrepancy.

Additional Inherited Members

Static Public Member Functions inherited from umontreal.ssj.discrepancy.Discrepancy
static double[][] toArray (PointSet set)
 Returns all the \(n\) points ( \(s\)-dimensional) of.
static DoubleArrayList sort (double[] T, int n)
 Sorts the first \(n\) points of \(T\).

Detailed Description

This class computes the same discrepancy for randomly shifted points of a set \(\mathcal{L}\) as given in eq.

( shift2 ) for class DiscShift2, but for the special case when the points are the nodes of an integration lattice [81]  (eq. 16). It is given by

\[ [\mathcal{D}(\mathcal{L})]^2 = -1 + \frac{1}{n} \sum_{i=1}^n \prod_{r=1}^s \left[1 + \frac{\gamma_r^2}{2} B_2(x_{ir}) - \frac{\gamma_r^4}{12}B_4(x_{ir}) \right], \tag{shift2lat} \]

For a 1-dimensional lattice, the discrepancy becomes

\[ [\mathcal{D}(\mathcal{L})]^2 = \frac{1}{n} \sum_{i=1}^n \left[\frac{\gamma^2}{2} B_2(x_i) - \frac{\gamma^4}{12}B_4(x_i)\right]. \tag{shift2dim1lat} \]

Computing the discrepancy for a lattice is much faster than for a general point set.

Definition at line 50 of file DiscShift2Lattice.java.

Constructor & Destructor Documentation

◆ DiscShift2Lattice() [1/5]

umontreal.ssj.discrepancy.DiscShift2Lattice.DiscShift2Lattice ( double points[][],
int n,
int s )

Constructor with the \(n\) points points[i] in dimension \(s\) with all weights \(\gamma_r =1\).

Element points[i][j] is the j-th coordinate of point i. Indices i and j start at 0.

Definition at line 57 of file DiscShift2Lattice.java.

◆ DiscShift2Lattice() [2/5]

umontreal.ssj.discrepancy.DiscShift2Lattice.DiscShift2Lattice ( double points[][],
int n,
int s,
double[] gamma )

Constructor with the \(n\) points points[i] in dimension \(s\) with the weights \(\gamma_r = \) gamma[r-1], \(r = 1, …, s\).

points[i][j] is the j-th coordinate of point i. Indices i and j start at 0.

Definition at line 66 of file DiscShift2Lattice.java.

◆ DiscShift2Lattice() [3/5]

umontreal.ssj.discrepancy.DiscShift2Lattice.DiscShift2Lattice ( int n,
int s,
double[] gamma )

The number of points is \(n\), the dimension \(s\), and the.

\(s\) weight factors are gamma[ \(j\)], \(j = 0, 1, …, (s-1)\). The \(n\) points will be chosen later.

Definition at line 76 of file DiscShift2Lattice.java.

◆ DiscShift2Lattice() [4/5]

umontreal.ssj.discrepancy.DiscShift2Lattice.DiscShift2Lattice ( Rank1Lattice set)

Constructor with the lattice set.

All the points are copied in an internal array.

Definition at line 84 of file DiscShift2Lattice.java.

◆ DiscShift2Lattice() [5/5]

umontreal.ssj.discrepancy.DiscShift2Lattice.DiscShift2Lattice ( )

Empty constructor.

The points and parameters must be defined before calling methods of this class.

Definition at line 92 of file DiscShift2Lattice.java.

Member Function Documentation

◆ compute() [1/4]

double umontreal.ssj.discrepancy.DiscShift2Lattice.compute ( double[] T,
int n )

Computes the discrepancy ( shift2dim1lat ) with weight \(\gamma=1\) for the 1-dimensional lattice of \(n\) points \(T\).

Reimplemented from umontreal.ssj.discrepancy.DiscShift2.

Definition at line 137 of file DiscShift2Lattice.java.

◆ compute() [2/4]

double umontreal.ssj.discrepancy.DiscShift2Lattice.compute ( double[] T,
int n,
double gamma )

Computes the discrepancy ( shift2dim1lat ) with weight \(\gamma=\) gamma for the 1-dimensional lattice of \(n\) points \(T\).

Reimplemented from umontreal.ssj.discrepancy.DiscShift2.

Definition at line 147 of file DiscShift2Lattice.java.

◆ compute() [3/4]

double umontreal.ssj.discrepancy.DiscShift2Lattice.compute ( double points[][],
int n,
int s )

Computes the discrepancy ( shift2lat ) for the first \(n\) \(s\)-dimensional points of lattice points.

All weights \(\gamma_r = 1\).

Reimplemented from umontreal.ssj.discrepancy.DiscShift2.

Definition at line 100 of file DiscShift2Lattice.java.

◆ compute() [4/4]

double umontreal.ssj.discrepancy.DiscShift2Lattice.compute ( double points[][],
int n,
int s,
double[] gamma )

Computes the discrepancy ( shift2lat ) in dimension \(s\) with \(\gamma_r = \) gamma[r-1].

Reimplemented from umontreal.ssj.discrepancy.DiscShift2.

Definition at line 109 of file DiscShift2Lattice.java.


The documentation for this class was generated from the following file: