This class is used for randomized quasi-Monte Carlo (RQMC) simulations. More...

Public Member Functions
	RQMCPointSet (PointSet p, PointSetRandomization rand)
	Constructor with the point set p and the randomization rand.
void	randomize ()
	Randomizes the point set.
PointSetIterator	iterator ()
	Returns a new point set iterator for the point set associated to this object.
PointSet	getPointSet ()
	Returns the point set associated to this object.
PointSetRandomization	getRandomization ()
	Returns the randomization associated to this object.
int	getNumPoints ()
	Returns the number of points in the associated point set.
void	setLabel (String label)
	Gives a label (a short string) to identify this object, e.g., when making plots.
String	getLabel ()
	Returns the label for the associated RQMC point set.
String	toString ()
	For now, just returns the label for the associated RQMC point set.

Detailed Description

This class is used for randomized quasi-Monte Carlo (RQMC) simulations.

[120], [121], [186], [187]. The idea is to randomize a point set p so that:

it retains its high uniformity when taken as a set and
each individual point is a random vector with the uniform distribution over \((0, 1)^s\).

A RQMC point set is one that satisfies these two conditions. One simple randomization that satisfies these conditions for an arbirary point set \(P_n\) is a random shift modulo 1 [36], [120], [vSLO94a:] Generate a single point \(\mathbf{U}\) uniformly over \((0, 1)^s\) and add it to each point of \(P_n\), modulo 1, coordinate-wise. Another one is a random digital shift in base \(b\) [119], [121], [mMAT99a:] generate again \(\mathbf{U}\) uniformly over \((0, 1)^s\), expand each of its coordinates in base \(b\), and add the digits, modulo \(b\), to the corresponding digits of each point of \(P_n\).

Definition at line 54 of file RQMCPointSet.java.

Constructor & Destructor Documentation

◆ RQMCPointSet()

umontreal.ssj.hups.RQMCPointSet.RQMCPointSet	(	PointSet	p,
		PointSetRandomization	rand )

Constructor with the point set p and the randomization rand.

Parameters

p	the point set
rand	the randomization

Definition at line 65 of file RQMCPointSet.java.

Member Function Documentation

◆ getLabel()

String umontreal.ssj.hups.RQMCPointSet.getLabel ( )

Returns the label for the associated RQMC point set.

Returns: the label.

Definition at line 129 of file RQMCPointSet.java.

◆ getNumPoints()

int umontreal.ssj.hups.RQMCPointSet.getNumPoints ( )

Returns the number of points in the associated point set.

Returns: the number of points in point set

Definition at line 110 of file RQMCPointSet.java.

◆ getPointSet()

PointSet umontreal.ssj.hups.RQMCPointSet.getPointSet ( )

Returns the point set associated to this object.

Returns: the point set associated to this object

Definition at line 92 of file RQMCPointSet.java.

◆ getRandomization()

PointSetRandomization umontreal.ssj.hups.RQMCPointSet.getRandomization ( )

Returns the randomization associated to this object.

Returns: the randomization associated to this object

Definition at line 101 of file RQMCPointSet.java.

◆ iterator()

PointSetIterator umontreal.ssj.hups.RQMCPointSet.iterator ( )

Returns a new point set iterator for the point set associated to this object.

Returns: point set iterator for the point set

Definition at line 83 of file RQMCPointSet.java.

◆ randomize()

void umontreal.ssj.hups.RQMCPointSet.randomize ( )

Randomizes the point set.

The randomization and the point set are those of this object.

Definition at line 74 of file RQMCPointSet.java.

◆ setLabel()

void umontreal.ssj.hups.RQMCPointSet.setLabel ( String label )

Gives a label (a short string) to identify this object, e.g., when making plots.

Parameters

label The label.

Definition at line 120 of file RQMCPointSet.java.

◆ toString()

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

For now, just returns the label for the associated RQMC point set.

Returns: the label.

Definition at line 138 of file RQMCPointSet.java.

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

src/main/java/umontreal/ssj/hups/RQMCPointSet.java

SSJ API Documentation Stochastic Simulation in Java

Public Member Functions