SSJ API Documentation
Stochastic Simulation in Java
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umontreal.ssj.discrepancy.DiscShiftBaker1Lattice Class Reference

This class computes the same discrepancy in [81]  (eq. More...

Inheritance diagram for umontreal.ssj.discrepancy.DiscShiftBaker1Lattice:
umontreal.ssj.discrepancy.DiscShiftBaker1 umontreal.ssj.discrepancy.Discrepancy

Public Member Functions

 DiscShiftBaker1Lattice (double[][] points, int n, int s)
 Constructor with the \(n\) points points[i] in \(s\) dimensions, and with all weights \(\gamma_r =1\).
 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].
 DiscShiftBaker1Lattice (int n, int s, double[] gamma)
 The number of points is \(n\), the dimension \(s\), and the.
 DiscShiftBaker1Lattice (Rank1Lattice set)
 Constructor with the point set set.
 DiscShiftBaker1Lattice ()
 Empty constructor.
double compute (double[][] points, int n, int s)
 Computes the discrepancy ( shiftBaker1lat ) for the \(s\)-dimensional points of lattice points, containing \(n\) points.
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 umontreal.ssj.discrepancy.DiscShiftBaker1
 DiscShiftBaker1 (double[][] points, int n, int s)
 Constructor with the \(n\) points points[i] in \(s\) dimensions, with all the weights \(\gamma_r = 1\).
 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].
 DiscShiftBaker1 (int n, int s, double[] gamma)
 The number of points is \(n\), the dimension \(s\), and the.
 DiscShiftBaker1 (PointSet set)
 Constructor with the point set set.
 DiscShiftBaker1 ()
 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 in [81]  (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}

Definition at line 61 of file DiscShiftBaker1Lattice.java.

Constructor & Destructor Documentation

◆ DiscShiftBaker1Lattice() [1/5]

umontreal.ssj.discrepancy.DiscShiftBaker1Lattice.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.

Definition at line 98 of file DiscShiftBaker1Lattice.java.

◆ DiscShiftBaker1Lattice() [2/5]

umontreal.ssj.discrepancy.DiscShiftBaker1Lattice.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.

Definition at line 107 of file DiscShiftBaker1Lattice.java.

◆ DiscShiftBaker1Lattice() [3/5]

umontreal.ssj.discrepancy.DiscShiftBaker1Lattice.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.

Definition at line 117 of file DiscShiftBaker1Lattice.java.

◆ DiscShiftBaker1Lattice() [4/5]

umontreal.ssj.discrepancy.DiscShiftBaker1Lattice.DiscShiftBaker1Lattice ( Rank1Lattice set)

Constructor with the point set set.

All the points are copied in an internal array.

Definition at line 125 of file DiscShiftBaker1Lattice.java.

◆ DiscShiftBaker1Lattice() [5/5]

umontreal.ssj.discrepancy.DiscShiftBaker1Lattice.DiscShiftBaker1Lattice ( )

Empty constructor.

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

Definition at line 133 of file DiscShiftBaker1Lattice.java.

Member Function Documentation

◆ compute() [1/4]

double umontreal.ssj.discrepancy.DiscShiftBaker1Lattice.compute ( double[] T,
int n )

Computes the discrepancy ( shiftBaker1latdim1 ) with weight \(\gamma=1\) for the 1-dimensional lattice of \(n\) points \(T\).

Reimplemented from umontreal.ssj.discrepancy.DiscShiftBaker1.

Definition at line 182 of file DiscShiftBaker1Lattice.java.

◆ compute() [2/4]

double umontreal.ssj.discrepancy.DiscShiftBaker1Lattice.compute ( double[] T,
int n,
double gamma )

Computes the discrepancy ( shiftBaker1latdim1 ) for the 1-dimensional lattice of \(n\) points \(T\), with weight \(\gamma=\) gamma.

Reimplemented from umontreal.ssj.discrepancy.DiscShiftBaker1.

Definition at line 192 of file DiscShiftBaker1Lattice.java.

◆ compute() [3/4]

double umontreal.ssj.discrepancy.DiscShiftBaker1Lattice.compute ( double points[][],
int n,
int s )

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

All weights \(\gamma_r = 1\).

Reimplemented from umontreal.ssj.discrepancy.DiscShiftBaker1.

Definition at line 142 of file DiscShiftBaker1Lattice.java.

◆ compute() [4/4]

double umontreal.ssj.discrepancy.DiscShiftBaker1Lattice.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].

Reimplemented from umontreal.ssj.discrepancy.DiscShiftBaker1.

Definition at line 153 of file DiscShiftBaker1Lattice.java.


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