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

This class implements a Korobov lattice, which represents the same point set as in class LCGPointSet, but implemented differently. More...

Inheritance diagram for umontreal.ssj.hups.KorobovLattice:
umontreal.ssj.hups.Rank1Lattice umontreal.ssj.hups.PointSet umontreal.ssj.hups.KorobovLatticeSequence

Public Member Functions

 KorobovLattice (int n, int a, int s)
 Instantiates a Korobov lattice point set with modulus \(n\) and multiplier \(a\) in dimension \(s\).
 KorobovLattice (int n, int a, int s, int t)
 Instantiates a shifted Korobov lattice point set with modulus.
void setNumPoints (int n)
 Resets the number of points of the lattice to \(n\).
int getA ()
 Returns the multiplier \(a\) of the lattice.
String toString ()
 Formats a string that contains information about the point set.
Public Member Functions inherited from umontreal.ssj.hups.Rank1Lattice
 Rank1Lattice (int n, int[] a, int s)
 Instantiates a Rank1Lattice with \(n\) points and lattice vector \(a\) of dimension \(s\).
int[] getAs ()
 Returns the generator \(a_j\) of the lattice.
void addRandomShift (int d1, int d2, RandomStream stream)
 Adds a random shift to all the points of the point set, using stream stream to generate the random numbers.
void clearRandomShift ()
 Clears the random shift.
double getCoordinate (int i, int j)
 Returns \(u_{i,j}\), the coordinate \(j\) of the point \(i\).
PointSetIterator iterator ()
 Constructs and returns a point set iterator.
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 (RandomStream stream)
 Same as addRandomShift(0, dim, stream), where dim is the dimension of the point set.
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 a Korobov lattice, which represents the same point set as in class LCGPointSet, but implemented differently.

The parameters are the modulus \(n\) and the multiplier \(a\), for an arbitrary integer \(1 \le a < n\). When \(a\) is outside the interval \([1,n)\), then we replace \(a\) by ( \(a \bmod n\)) in all calculations. The number of points is \(n\), their dimension is \(s\), and they are defined by

\[\mathbf{u}_i = (i/n)(1, a, a^2, …, a^{s-1}) \bmod1 \]

for \(i=0,…,n-1\).

It is also possible to build a "shifted" Korobov lattice for which the first \(t\) coordinates are skipped. The \(s\)-dimensionnal points are then defined as

\[ \mathbf{u}_i = (i/n)(a^t, a^{t+1}, a^{t+2}, …, a^{t+s-1}) \bmod1 \]

for \(i=0,…,n-1\) and fixed \(t\).

Definition at line 46 of file KorobovLattice.java.

Constructor & Destructor Documentation

◆ KorobovLattice() [1/2]

umontreal.ssj.hups.KorobovLattice.KorobovLattice ( int n,
int a,
int s )

Instantiates a Korobov lattice point set with modulus \(n\) and multiplier \(a\) in dimension \(s\).

Definition at line 69 of file KorobovLattice.java.

◆ KorobovLattice() [2/2]

umontreal.ssj.hups.KorobovLattice.KorobovLattice ( int n,
int a,
int s,
int t )

Instantiates a shifted Korobov lattice point set with modulus.

\(n\) and multiplier \(a\) in dimension \(s\). The first \(t\) coordinates of a standard Korobov lattice are dropped as described above. The case \(t=0\) corresponds to the standard Korobov lattice.

Definition at line 85 of file KorobovLattice.java.

Member Function Documentation

◆ getA()

int umontreal.ssj.hups.KorobovLattice.getA ( )

Returns the multiplier \(a\) of the lattice.

(The original one before it is reset to \(a \bmod n\)).

Definition at line 108 of file KorobovLattice.java.

◆ setNumPoints()

void umontreal.ssj.hups.KorobovLattice.setNumPoints ( int n)

Resets the number of points of the lattice to \(n\).

The values of

\(s\), \(a\) and \(t\) are unchanged.

Reimplemented from umontreal.ssj.hups.Rank1Lattice.

Definition at line 100 of file KorobovLattice.java.

◆ toString()

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

Formats a string that contains information about the point set.

Returns
string representation of the point set information

Reimplemented from umontreal.ssj.hups.Rank1Lattice.

Definition at line 112 of file KorobovLattice.java.


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