SSJ API Documentation
Stochastic Simulation in Java
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umontreal.ssj.hups.FaureSequence Class Reference

This class implements digital nets or digital sequences formed by the first \(n = b^k\) points of the Faure sequence in base \(b\). More...

Inheritance diagram for umontreal.ssj.hups.FaureSequence:
umontreal.ssj.hups.DigitalSequence umontreal.ssj.hups.DigitalNet umontreal.ssj.hups.PointSet

Public Member Functions

 FaureSequence (int b, int k, int r, int w, int dim)
 Constructs a digital net in base \(b\), with \(n = b^k\) points and \(w\) output digits, in dim dimensions.
 FaureSequence (int n, int dim)
 Same as FaureSequence(b, k, w, w, dim) with base \(b\) equal to the smallest prime larger or equal to dim, and with at least n points.
String toString ()
 Formats a string that contains information on this digital net.
void extendSequence (int k)
 Increases the number of points to \(n = b^k\) from now on.
Public Member Functions inherited from umontreal.ssj.hups.DigitalSequence
DigitalNet toNet ()
 Transforms this digital sequence into a digital net without changing the coordinates of the points.
DigitalNet toNetShiftCj ()
 Transforms this digital sequence into a digital net by adding one dimension and shifting all coordinates by one position.
PointSetIterator iteratorShift ()
 Similar to iterator, except that the first coordinate of the points is \(i/n\), the second coordinate is obtained via the generating matrix \(\mathbf{C}_0\), the next one via.
PointSetIterator iteratorShiftNoGray ()
 This iterator shifts all coordinates of each point one position to the right and sets the first coordinate of point \(i\) to.
Public Member Functions inherited from umontreal.ssj.hups.DigitalNet
 DigitalNet ()
 Empty constructor.
int getInterlacing ()
 Returns the interlacing factor.
void setInterlacing (int interlacing)
 Sets the interlacing factor.
double getCoordinate (int i, int j)
 Returns \(u_{i',j}\), the coordinate \(j\) of point \(i'\), where \(i'\) is the Gray code for \(i\).
PointSetIterator iterator ()
double getCoordinateNoGray (int i, int j)
 Returns \(u_{i,j}\), the coordinate \(j\) of point \(i\), the points being enumerated in the standard order (no Gray code).
PointSetIterator iteratorNoGray ()
 Returns an iterator that does not use the Gray code.
void addRandomShift (int d1, int d2, RandomStream stream)
 Generates a random digital shift for coordinates \(j\) from d1 to d2-1, using stream to generate the random numbers.
void addRandomShift (RandomStream stream)
 Same as addRandomShift(0, dim, stream), where dim is the dimension of the digital net.
void clearRandomShift ()
 Erases the current digital random shift, if any.
void leftMatrixScramble (RandomStream stream)
 Applies a linear scramble by multiplying each \(\mathbf{C}_j\) on the left by a \(w\times w\) nonsingular lower-triangular matrix.
void leftMatrixScrambleDiag (RandomStream stream)
 Similar to leftMatrixScramble except that all the off-diagonal elements of the \(\mathbf{M}_j\) are 0.
void leftMatrixScrambleFaurePermut (RandomStream stream, int sb)
 Similar to leftMatrixScramble except that the diagonal elements of each matrix \(\mathbf{M}_j\) are chosen from a restricted set of the best integers as calculated by Faure [58] .
void leftMatrixScrambleFaurePermutDiag (RandomStream stream, int sb)
 Similar to leftMatrixScrambleFaurePermut except that all off-diagonal elements are 0.
void leftMatrixScrambleFaurePermutAll (RandomStream stream, int sb)
 Similar to leftMatrixScrambleFaurePermut except that the elements under the diagonal are also chosen from the same restricted set as the diagonal elements.
void iBinomialMatrixScramble (RandomStream stream)
 Applies the \(i\)-binomial matrix scramble proposed by Tezuka.
void iBinomialMatrixScrambleFaurePermut (RandomStream stream, int sb)
 Similar to iBinomialMatrixScramble except that the diagonal elements of each matrix \(\mathbf{M}_j\) are chosen as in leftMatrixScrambleFaurePermut.
void iBinomialMatrixScrambleFaurePermutDiag (RandomStream stream, int sb)
 Similar to iBinomialMatrixScrambleFaurePermut except that all the off-diagonal elements are 0.
void iBinomialMatrixScrambleFaurePermutAll (RandomStream stream, int sb)
 Similar to iBinomialMatrixScrambleFaurePermut except that the elements under the diagonal are also chosen from the same restricted set as the diagonal elements.
void stripedMatrixScramble (RandomStream stream)
 Applies the striped matrix scramble proposed by Owen.
void stripedMatrixScrambleFaurePermutAll (RandomStream stream, int sb)
 Similar to stripedMatrixScramble except that the elements on and under the diagonal of each matrix \(\mathbf{M}_j\) are chosen as in leftMatrixScrambleFaurePermut.
void rightMatrixScramble (RandomStream stream)
 Applies a linear scramble by multiplying each \(\mathbf{C}_j\) on the right by a single \(k\times k\) nonsingular upper-triangular matrix \(\mathbf{M}\), as suggested by Faure and Tezuka.
void unrandomize ()
 Restores the original generator matrices and removes the random shift.
void resetGeneratorMatrices ()
 Restores the original generator matrices.
void eraseOriginalGeneratorMatrices ()
 Erases the original generator matrices and replaces them by the current ones.
void printGeneratorMatrices (int s)
 Prints the generator matrices in standard form for dimensions 1 to \(s\).
Public Member Functions inherited from umontreal.ssj.hups.PointSet
int getDimension ()
 Returns the dimension (number of available coordinates) of the points.
int getNumPoints ()
 Returns the number of points.
void randomize (PointSetRandomization rand)
 Randomizes this point set using the given rand.
void addRandomShift (int d1, int d2)
 Refreshes the random shift (generates new uniform values for the random shift coordinates) for coordinates d1 to d2-1, using the saved shiftStream.
void addRandomShift ()
 Same as addRandomShift(0, dim), where dim is the dimension of the point set.
String formatPoints ()
 Same as invoking formatPoints(n, d) with \(n\) and \(d\) equal to the number of points and the dimension of this object, respectively.
String formatPoints (int n, int d)
 Formats a string that displays the same information as returned by toString, together with the first \(d\) coordinates of the first.
String formatPoints (PointSetIterator iter)
 Same as invoking formatPoints(iter, n, d) with \(n\) and \(d\) equal to the number of points and the dimension, respectively.
String formatPoints (PointSetIterator iter, int n, int d)
 Same as invoking formatPoints(n, d), but prints the points by calling iter repeatedly.
String formatPointsBase (int b)
 Similar to formatPoints(), but the points coordinates are printed in base \(b\).
String formatPointsBase (int n, int d, int b)
 Similar to formatPoints(n, d), but the points coordinates are printed in base \(b\).
String formatPointsBase (PointSetIterator iter, int b)
 Similar to formatPoints(iter), but the points coordinates are printed in base.
String formatPointsBase (PointSetIterator iter, int n, int d, int b)
 Similar to formatPoints(iter, n, d), but the points coordinates are printed in base \(b\).
String formatPointsNumbered ()
 Same as invoking formatPointsNumbered(n, d) with \(n\) and \(d\) equal to the number of points and the dimension, respectively.
String formatPointsNumbered (int n, int d)
 Same as invoking formatPoints(n,d), except that the points are numbered.

Additional Inherited Members

Static Public Member Functions inherited from umontreal.ssj.hups.PointSet
static int getMaxBits ()
 Returns the maximum number of usable bits.
Protected Attributes inherited from umontreal.ssj.hups.PointSet
double EpsilonHalf = 1.0 / Num.TWOEXP[55]
 To avoid 0 for nextCoordinate when random shifting, we add this to each coordinate.
int dim = 0
 Dimension of the points.
int numPoints = 0
 Number of points.
int dimShift = 0
 Current dimension of the shift.
int capacityShift = 0
 Number of array elements in the shift vector, always >= dimShift.
double[] shift
 This is the shift vector as a double[] array, which contains the current random shift in case we apply a random shift modulo 1.
RandomStream shiftStream
 Stream used to generate the random shifts.
Static Protected Attributes inherited from umontreal.ssj.hups.PointSet
static final int MAXBITS = 31
 Since Java has no unsigned type, the 32nd bit cannot be used efficiently, so we have only 31 bits.

Detailed Description

This class implements digital nets or digital sequences formed by the first \(n = b^k\) points of the Faure sequence in base \(b\).

Values of \(n\) up to \(2^{31}\) are allowed. One has \(r = k\). The generator matrices are

\[ \mathbf{C}_j = \mathbf{P}^j \mod b \]

for \(j=0,…,s-1\), where \(\mathbf{P}\) is a \(k\times k\) upper triangular matrix whose entry \((l,c)\) is the number of combinations of

\(l\) objects among \(c\), \({c\choose l}\), for \(l\le c\) and is 0 for \(l > c\). The matrix \(\mathbf{C}_0\) is the identity, \(\mathbf{C}_1 = \mathbf{P}\), and the other \(\mathbf{C}_j\)’s can be defined recursively via \(\mathbf{C}_j = \mathbf{P} \mathbf{C}_{j-1} \mod b\). Our implementation uses the recursion

\[ {c \choose l} = {{c-1} \choose l} + {{c-1} \choose{l-1}} \]

to evaluate the binomial coefficients in the matrices \(\mathbf{C}_j\), as suggested by Fox [rFOX86a]  (see also [67] , page 301). The entries \(x_{j,l,c}\) of \(\mathbf{C}_j\) are computed as follows:

\[ \begin{array}{lcll} x_{j,c,c} & = & 1 & \quad\mbox{ for } c=0,…,k-1, \\ x_{j,0,c} & = & j x_{j,0,c-1} & \quad\mbox{ for } c=1,…,k-1, \\ x_{j,l,c} & = & x_{j,l-1,c-1} + j x_{j,l,c-1} & \quad\mbox{ for } 2\le c < l \le k-1, \\ x_{j,l,c} & = & 0 & \quad\mbox{ for } c>l \mbox{ or } l \ge k. \end{array} \]

For any integer \(m > 0\) and \(\nu\ge0\), if we look at the vector \((u_{i,j,1},…,u_{i,j,m})\) (the first \(m\) digits of coordinate \(j\) of the output) when \(i\) goes from \(\nu b^m\) to \((\nu+1)b^m - 1\), this vector takes each of its \(b^m\) possible values exactly once. In particular, for \(\nu= 0\), \(u_{i,j}\) visits each value in the set \(\{0, 1/b^m, 2/b^m, …, (b^m-1)/b^m\}\) exactly once, so all one-dimensional projections of the point set are identical. However, the values are visited in a different order for the different values of \(j\) (otherwise all coordinates would be identical). For \(j=0\), they are visited in the same order as in the van der Corput sequence in base \(b\).

An important property of Faure nets is that for any integers \(m > 0\) and \(\nu\ge0\), the point set \(\{\mathbf{u}_i\) for \(i = \nu b^m,…, (\nu+1)b^m -1\}\) is a \((0,m,s)\)-net in base \(b\). In particular, for \(n = b^k\), the first \(n\) points form a \((0,k,s)\)-net in base \(b\). The Faure nets are also projection-regular and dimension-stationary (see [121]  for definitions of these properties).

To obtain digital nets from the generalized Faure sequence [221] , where \(\mathbf{P}_j\) is left-multiplied by some invertible matrix \(\mathbf{A}_j\), it suffices to apply an appropriate matrix scramble (e.g., via leftMatrixScramble ). This changes the order in which \(u_{i,j}\) visits its different values, for each coordinate \(j\), but does not change the set of values that are visited. The \((0,m,s)\)-net property stated above remains valid.

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Definition at line 89 of file FaureSequence.java.

Constructor & Destructor Documentation

◆ FaureSequence() [1/2]

umontreal.ssj.hups.FaureSequence.FaureSequence ( int b,
int k,
int r,
int w,
int dim )

Constructs a digital net in base \(b\), with \(n = b^k\) points and \(w\) output digits, in dim dimensions.

The points are the first \(n\) points of the Faure sequence. The generator matrices

\(\mathbf{C}_j\) are \(r\times k\). Unless, one plans to apply a randomization on more than \(k\) digits (e.g., a random digital shift for \(w > k\) digits, or a linear scramble yielding \(r > k\) digits), one should take \(w = r = k\) for better computational efficiency. Restrictions: dim \(\le500\) and \(b^k \le2^{31}\).

Parameters
bbase
kthere will be b^k points
rnumber of rows in the generator matrices
wnumber of output digits
dimdimension of the point set

Definition at line 115 of file FaureSequence.java.

◆ FaureSequence() [2/2]

umontreal.ssj.hups.FaureSequence.FaureSequence ( int n,
int dim )

Same as FaureSequence(b, k, w, w, dim) with base \(b\) equal to the smallest prime larger or equal to dim, and with at least n points.

The values of \(k\),

\(r\), and \(w\) are taken as \(k = \lceil\log_b n\rceil\) and \(r = w = \max(k, \lfloor30 / \log_2 b\rfloor)\).

Parameters
nminimal number of points
dimdimension of the point set

Definition at line 160 of file FaureSequence.java.

Member Function Documentation

◆ extendSequence()

void umontreal.ssj.hups.FaureSequence.extendSequence ( int k)

Increases the number of points to \(n = b^k\) from now on.

Parameters
kthere will be b^k points

Reimplemented from umontreal.ssj.hups.DigitalSequence.

Definition at line 177 of file FaureSequence.java.

◆ toString()

String umontreal.ssj.hups.FaureSequence.toString ( )

Formats a string that contains information on this digital net.

Returns
string representation of basic information on this digital net

Reimplemented from umontreal.ssj.hups.DigitalNet.

Definition at line 171 of file FaureSequence.java.


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