SSJ  3.3.1
Stochastic Simulation in Java
Public Member Functions | Static Package Attributes | List of all members
DiscShiftBaker1Lattice Class Reference

This class computes the same discrepancy in [84]  (eq. More...

Inheritance diagram for DiscShiftBaker1Lattice:
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Collaboration diagram for DiscShiftBaker1Lattice:
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Public Member Functions

 DiscShiftBaker1Lattice (double[][] points, int n, int s)
 Constructor with the \(n\) points points[i] in \(s\) dimensions, and with all weights \(\gamma_r =1\). More...
 
 DiscShiftBaker1Lattice (double[][] points, int n, int s, double[] gamma)
 Constructor with the \(n\) points points[i] in \(s\) dimensions, with weights \(\gamma_r = \) gamma[r-1]. More...
 
 DiscShiftBaker1Lattice (int n, int s, double[] gamma)
 The number of points is \(n\), the dimension \(s\), and the \(s\) weight factors are gamma[ \(r\)], \(r = 0, 1, …, (s-1)\). More...
 
 DiscShiftBaker1Lattice (Rank1Lattice set)
 Constructor with the point set set. More...
 
 DiscShiftBaker1Lattice ()
 Empty constructor. More...
 
double compute (double[][] points, int n, int s)
 Computes the discrepancy ( shiftBaker1lat ) for the \(s\)-dimensional points of lattice points, containing \(n\) points. More...
 
double compute (double[][] points, int n, int s, double[] gamma)
 Computes the discrepancy ( shiftBaker1lat ) for the \(s\)-dimensional points of lattice points, containing \(n\) points, with weights \(\gamma_r = \) gamma[r-1].
 
double compute (double[] T, int n)
 Computes the discrepancy ( shiftBaker1latdim1 ) with weight \(\gamma=1\) for the 1-dimensional lattice of \(n\) points \(T\).
 
double compute (double[] T, int n, double gamma)
 Computes the discrepancy ( shiftBaker1latdim1 ) for the 1-dimensional lattice of \(n\) points \(T\), with weight \(\gamma=\) gamma.
 
- Public Member Functions inherited from DiscShiftBaker1
 DiscShiftBaker1 (double[][] points, int n, int s)
 Constructor with the \(n\) points points[i] in \(s\) dimensions, with all the weights \(\gamma_r = 1\). More...
 
 DiscShiftBaker1 (double[][] points, int n, int s, double[] gamma)
 Constructor with the \(n\) points points[i] in \(s\) dimensions, with weights \(\gamma_r = \) gamma[r-1]. More...
 
 DiscShiftBaker1 (int n, int s, double[] gamma)
 The number of points is \(n\), the dimension \(s\), and the \(s\) weight factors are gamma[ \(r\)], \(r = 0, 1, …, (s-1)\). More...
 
 DiscShiftBaker1 (PointSet set)
 Constructor with the point set set. More...
 
 DiscShiftBaker1 ()
 Empty constructor. More...
 
double compute (double[][] points, int n, int s)
 Computes the discrepancy ( baker1 ) for the \(s\)-dimensional points of set points, containing \(n\) points. More...
 
double compute (double[][] points, int n, int s, double[] gamma)
 Computes the discrepancy ( baker1 ) for the first \(n\) points of points in dimension \(s\) and with weight \(\gamma_r = \) gamma[r-1].
 
double compute (double[] T, int n)
 Computes the discrepancy ( baker1dim1 ) for the first \(n\) points of \(T\) in 1 dimension, with weight \(\gamma= 1\).
 
double compute (double[] T, int n, double gamma)
 Computes the discrepancy ( baker1dim1 ) for the first \(n\) points of \(T\) in 1 dimension, with weight \(\gamma=\) gamma.
 
- Public Member Functions inherited from Discrepancy
 Discrepancy (double[][] points, int n, int s)
 Constructor with the \(n\) points points[i] in \(s\) dimensions. More...
 
 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[ \(j\)], \(j = 0, 1, …, (s-1)\). More...
 
 Discrepancy (int n, int s, double[] gamma)
 The number of points is \(n\), the dimension \(s\), and the \(s\) weight factors are gamma[ \(j\)], \(j = 0, 1, …, (s-1)\). More...
 
 Discrepancy (PointSet set)
 Constructor with the point set set. More...
 
 Discrepancy ()
 Empty constructor. More...
 
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, int n, int s, double[] gamma)
 Computes the discrepancy of the first n points of points in dimension s with weights gamma.
 
abstract double compute (double[][] points, int n, int s)
 Computes the discrepancy of the first n points of points in dimension s with weights \(=1\).
 
double compute (double[][] points)
 Computes the discrepancy of all the points of points in maximum dimension. More...
 
double compute (double[] T, int n)
 Computes the discrepancy of the first n points of T in 1 dimension. More...
 
double compute (double[] T)
 Computes the discrepancy of all the points of T in 1 dimension. More...
 
double compute (double[] T, int n, double gamma)
 Computes the discrepancy of the first n points of T in 1 dimension with weight gamma.
 
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. More...
 
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 \(s\). More...
 
void setPoints (double[][] points)
 Sets the points to points. More...
 
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.
 

Static Package Attributes

static final double TRENTEUN24 = 31.0/24.0
 
static final double SEPT24 = 7.0/24.0
 
- Static Package Attributes inherited from Discrepancy
static final double UNSIX = 1.0/6.0
 
static final double QUARAN = 1.0/42.0
 
static final double UNTRENTE = 1.0 / 30.0
 
static final double DTIERS = 2.0 / 3.0
 
static final double STIERS = 7.0 / 3.0
 
static final double QTIERS = 14.0 / 3.0
 

Additional Inherited Members

- Static Public Member Functions inherited from Discrepancy
static double [][] toArray (PointSet set)
 Returns all the \(n\) points ( \(s\)-dimensional) of umontreal.ssj.hups.PointSet set as an array points[ \(n\)][ \(s\)].
 
static DoubleArrayList sort (double[] T, int n)
 Sorts the first \(n\) points of \(T\). More...
 
- Protected Member Functions inherited from Discrepancy
void appendGamma (StringBuffer sb, double[] gamma, int s)
 
- Static Protected Member Functions inherited from DiscShiftBaker1
static double [] setC (double gam)
 
static void setC (double[] C1, double[] C2, double[] C3, double[] gam, int s)
 
- Static Protected Member Functions inherited from Discrepancy
static void setONES (int s)
 
- Protected Attributes inherited from Discrepancy
double [] gamma
 
double [][] Points
 
int dim
 
int numPoints
 
- Static Protected Attributes inherited from Discrepancy
static double [] ONES = { 1 }
 

Detailed Description

This class computes the same discrepancy in [84]  (eq.

16) for the randomly shifted points of a set \(\mathcal{L}\) as given in eq. ( baker1 ) for class DiscShiftBaker1, but for the special case when the points are the nodes of an integration lattice. It is given by

\begin{align} [\mathcal{D}(\mathcal{L})]^2 & = -1 + \frac{1}{n} \sum_{i=1}^n \prod_{r=1}^s \left[1 - \frac{4\gamma_r^2}{3} \left[B_4(x_{ir}) - B_4(\{x_{ir}-1/2\})\right]\right. - \nonumber \\ & \frac{\gamma_r^4}{9} \left[7B_4(x_{ir}) - 2B_4(\{x_{ir}-1/2\})\right] \left. {} - \frac{16\gamma_r^4}{45} \left[B_6(x_{ir}) -B_6(\{x_{ir}-1/2\})\right] \right], \tag{shiftBaker1lat} \end{align}

where \(n\) is the number of points of \(\mathcal{L}\), \(s\) is the dimension of the points, \(x_{ir}\) is the \(r\)-th coordinate of point \(i\), and the \(\gamma_r\) are arbitrary positive weights. The \(B_{\alpha}(x)\) are the Bernoulli polynomials [1]  (chap. 23) of degree \(\alpha\). The discrepancy is much faster to calculate for a lattice than for a general point set. For a 1-dimensional lattice, the discrepancy becomes

\begin{align} [\mathcal{D}(\mathcal{L})]^2 & = - \frac{1}{n} \sum_{i=1}^n \left[\frac{4\gamma^2}{3} \left[B_4(x_i) - B_4(\{x_i-1/2\})\right]\right. + \nonumber \\ & \frac{\gamma^4}{9} \left[7B_4(x_i) - 2B_4(\{x_i-1/2\})\right] \left. {} + \frac{16\gamma^4}{45} \left[B_6(x_i) -B_6(\{x_i-1/2\})\right] \right], \tag{shiftBaker1latdim1} \end{align}

Constructor & Destructor Documentation

◆ DiscShiftBaker1Lattice() [1/5]

DiscShiftBaker1Lattice ( double  points[][],
int  n,
int  s 
)

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

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

◆ DiscShiftBaker1Lattice() [2/5]

DiscShiftBaker1Lattice ( double  points[][],
int  n,
int  s,
double []  gamma 
)

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

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

◆ DiscShiftBaker1Lattice() [3/5]

DiscShiftBaker1Lattice ( int  n,
int  s,
double []  gamma 
)

The number of points is \(n\), the dimension \(s\), and the \(s\) weight factors are gamma[ \(r\)], \(r = 0, 1, …, (s-1)\).

The \(n\) points will be chosen later.

◆ DiscShiftBaker1Lattice() [4/5]

Constructor with the point set set.

All the points are copied in an internal array.

◆ DiscShiftBaker1Lattice() [5/5]

Empty constructor.

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

Member Function Documentation

◆ compute()

double compute ( double  points[][],
int  n,
int  s 
)

Computes the discrepancy ( shiftBaker1lat ) for the \(s\)-dimensional points of lattice points, containing \(n\) points.

All weights \(\gamma_r = 1\).


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