SSJ
3.3.1
Stochastic Simulation in Java
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This class implements searches to find the best Korobov lattices with respect to a given discrepancy. More...
Public Member Functions | |
SearcherKorobov (Discrepancy disc, boolean primeN) | |
The number of points \(n\), the dimension \(s\), and possibly the \(s\) weight factors \(\gamma_j\) must be given in disc . More... | |
double | exhaust (int s) |
Exhaustive search to find the best Korobov lattice (i.e. More... | |
double | exhaustPrime (int s) |
Similar to exhaust(s), except that only values of \(a\) relatively prime to \(n\) are considered. | |
double | random (int s, int k) |
Random search to find the best Korobov lattice (with the smallest discrepancy) in dimension \(s\). More... | |
double | randomPrime (int s, int k) |
Similar to random(s, k), except that only values of \(a\) relatively prime to \(n\) are considered. | |
int | getBestA () |
Returns the generator \(a\) of the lattice which gave the best value of the discrepancy in the last search. | |
Public Member Functions inherited from Searcher | |
Searcher (Discrepancy disc, boolean primeN) | |
The number of points \(n\), the dimension \(s\), and possibly the \(s\) weight factors \(\gamma_j\) must be given in disc . More... | |
double | exhaust (int s) |
Exhaustive search to find the lattice with the best (the smallest) discrepancy in dimension \(s\). More... | |
double | exhaustPrime (int s) |
Similar to exhaust(s), except that only values of \(a_j\) relatively prime to \(n\) are considered. | |
double | random (int s, int k) |
Random search to find the lattice with the best (the smallest) discrepancy in dimension \(s\). More... | |
double | randomPrime (int s, int k) |
Similar to random(s, k), except that only values of \(a_j\) relatively prime to \(n\) are considered. | |
double | getBestVal () |
Returns the best value of the discrepancy found in the last search. | |
int [] | getBestAs () |
Returns the generator of the lattice which gave the best value of the discrepancy in the last search. More... | |
void | initGen (int seed) |
Initializes the random number generator used in random searches with the starting seed seed . More... | |
Protected Member Functions | |
void | print (int y) |
Protected Member Functions inherited from Searcher | |
void | print (int[] y, int s) |
Protected Attributes | |
int | bestA |
Protected Attributes inherited from Searcher | |
Discrepancy | disc |
PointSet | lat |
double [] | gamma |
double | bestVal |
int [] | bestAs |
boolean | primeN = false |
boolean | power2F = false |
Additional Inherited Members | |
Static Protected Attributes inherited from Searcher | |
static RandomStream | gen = new LFSR113() |
This class implements searches to find the best Korobov lattices with respect to a given discrepancy.
Given a positive integer \(n\) and a multiplier \(a\), the points are defined by
\[ \mathbf{u}_i = (i/n)(1, a, a^2, …, a^{s-1}) \bmod1 \]
for \(i=0,…,n-1\).
The discrepancy object in the constructor must fix the number of points \(n\), the maximal dimension \(s\) of the lattice and possibly, the weight factors \(\gamma_j\). Then the search program will examine different lattices with \(n\), \(s\) and \(\gamma_j\) fixed in order to find the best amongst those examined.
SearcherKorobov | ( | Discrepancy | disc, |
boolean | primeN | ||
) |
The number of points \(n\), the dimension \(s\), and possibly the \(s\) weight factors \(\gamma_j\) must be given in disc
.
The \(n\) points of the lattice will be generated in the search. The flag primeN
indicates whether \(n\) is a prime number (true
) or not (false
). This is used in the *Prime
methods.
double exhaust | ( | int | s | ) |
Exhaustive search to find the best Korobov lattice (i.e.
with the smallest discrepancy) in dimension \(s\). The search runs exhaustively over all values \( a = 2, 3, …, (n-1)\), where \(a\) is the generator of the lattice. The method returns the best value found for the discrepancy.
double random | ( | int | s, |
int | k | ||
) |
Random search to find the best Korobov lattice (with the smallest discrepancy) in dimension \(s\).
\(k\) random values \(a\) are examined as generator of the lattice. The \(a\) takes values over the integers \( a = 2, 3, …, (n-1)\). The method returns the best value found for the discrepancy.