SSJ  3.3.1
Stochastic Simulation in Java
Public Member Functions | Protected Attributes | List of all members
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 KorobovLattice:
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Collaboration diagram for KorobovLattice:
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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 \(n\) and multiplier \(a\) in dimension \(s\). More...
 
void setNumPoints (int n)
 Resets the number of points of the lattice to \(n\). More...
 
int getA ()
 Returns the multiplier \(a\) of the lattice. More...
 
String toString ()
 
- Public Member Functions inherited from Rank1Lattice
 Rank1Lattice (int n, int[] a, int s)
 Instantiates a Rank1Lattice with \(n\) points and lattice vector \(a\) of dimension \(s\). More...
 
void setNumPoints (int n)
 Resets the number of points of the lattice to \(n\). More...
 
int [] getAs ()
 Returns the generator \(a_j\) of the lattice. More...
 
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. More...
 
void clearRandomShift ()
 Clears the random shift.
 
String toString ()
 
double getCoordinate (int i, int j)
 
PointSetIterator iterator ()
 
- Public Member Functions inherited from PointSet
int getDimension ()
 Returns the dimension (number of available coordinates) of the points. More...
 
int getNumPoints ()
 Returns the number of points. More...
 
abstract double getCoordinate (int i, int j)
 Returns \(u_{i,j}\), the coordinate \(j\) of the point \(i\). More...
 
PointSetIterator iterator ()
 Constructs and returns a point set iterator. More...
 
void randomize (PointSetRandomization rand)
 Randomizes this point set using the given rand. More...
 
void addRandomShift (int d1, int d2, RandomStream stream)
 By default, this method generates a random shift in the protected double[] array shift, to be used eventually for a random shift modulo 1. More...
 
void addRandomShift (RandomStream stream)
 Same as addRandomShift(0, dim, stream), where dim is the dimension of the point set. More...
 
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.
 
void clearRandomShift ()
 Erases the current random shift, if any.
 
String toString ()
 Formats a string that contains information about the point set. More...
 
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. More...
 
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 \(n\) points. More...
 
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. More...
 
String formatPoints (PointSetIterator iter, int n, int d)
 Same as invoking formatPoints(n, d), but prints the points by calling iter repeatedly. More...
 
String formatPointsBase (int b)
 Similar to formatPoints(), but the points coordinates are printed in base \(b\). More...
 
String formatPointsBase (int n, int d, int b)
 Similar to formatPoints(n, d), but the points coordinates are printed in base \(b\). More...
 
String formatPointsBase (PointSetIterator iter, int b)
 Similar to formatPoints(iter), but the points coordinates are printed in base \(b\). More...
 
String formatPointsBase (PointSetIterator iter, int n, int d, int b)
 Similar to formatPoints(iter, n, d), but the points coordinates are printed in base \(b\). More...
 
String formatPointsNumbered ()
 Same as invoking formatPointsNumbered(n, d) with \(n\) and \(d\) equal to the number of points and the dimension, respectively. More...
 
String formatPointsNumbered (int n, int d)
 Same as invoking formatPoints(n,d), except that the points are numbered. More...
 

Protected Attributes

int genA
 
- Protected Attributes inherited from Rank1Lattice
int [] genAs
 
double [] v
 
double normFactor
 
- Protected Attributes inherited from 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. More...
 
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. More...
 
RandomStream shiftStream
 Stream used to generate the random shifts. More...
 

Additional Inherited Members

- Protected Member Functions inherited from Rank1Lattice
long modPower (long a, int e, int m)
 
double radicalInverse (int base, int i)
 
- Static Protected Attributes inherited from 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. More...
 

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 \(t\).

Constructor & Destructor Documentation

◆ 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.

Member Function Documentation

◆ getA()

int getA ( )

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

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

◆ setNumPoints()

void setNumPoints ( int  n)

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

The values of \(s\), \(a\) and \(t\) are unchanged.


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