RQMCPointSet Class Reference

This class is used for randomized quasi-Monte Carlo (RQMC) simulations [125], [126], [192], [193]. More...

Collaboration diagram for RQMCPointSet:

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

Protected Attributes
PointSet	set
PointSetRandomization	rand
String	label

Detailed Description

This class is used for randomized quasi-Monte Carlo (RQMC) simulations [125], [126], [192], [193].

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 [37], [125], [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 \(b\) [124], [126], [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 \(P_n\).

Constructor & Destructor Documentation

RQMCPointSet()

RQMCPointSet	(	PointSet	p,
		PointSetRandomization	rand
	)

Constructor with the point set p and the randomization rand.

Parameters

p	the point set
rand	the randomization

Member Function Documentation

getLabel()

String getLabel

(

)

Returns the label for the associated RQMC point set.

Returns

the label.

getNumPoints()

int getNumPoints

(

)

Returns the number of points in the associated point set.

Returns

the number of points in point set

getPointSet()

PointSet getPointSet

(

)

Returns the point set associated to this object.

Returns

the point set associated to this object

getRandomization()

PointSetRandomization getRandomization

(

)

Returns the randomization associated to this object.

Returns

the randomization associated to this object

iterator()

PointSetIterator iterator

(

)

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

Returns

point set iterator for the point set

randomize()

void randomize

(

)

Randomizes the point set.

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

setLabel()

void setLabel

(

String

label

)

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

Parameters

label

The label.

toString()

String toString

(

)

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

Returns

the label.

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

• RQMCPointSet.java