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SSJ
3.3.1
Stochastic Simulation in Java
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This class implements basic methods for working with radical inverses of integers in an arbitrary basis \(b\). More...
Public Member Functions | |
| RadicalInverse (int b, double x0) | |
Initializes the base of this object to \(b\) and its first value of \(x\) to x0. More... | |
| double | nextRadicalInverse () |
| A fast method that incrementally computes the radical inverse \(x_{i+1}\) in base \(b\) from \(x_i\) = \(\psi_b(i)\), using addition with rigthward carry as described in [235] . More... | |
Static Public Member Functions | |
| static int [] | getPrimes (int n) |
| Provides an elementary method for obtaining the first \(n\) prime numbers larger than 1. More... | |
| static double | radicalInverse (int b, long i) |
| Computes the radical inverse of \(i\) in base \(b\). More... | |
| static int | radicalInverseInteger (int b, double x) |
| Computes the radical inverse of \(x\) in base \(b\). More... | |
| static long | radicalInverseLong (int b, double x) |
| Computes the radical inverse of \(x\) in base \(b\). More... | |
| static double | nextRadicalInverse (double invb, double x) |
A fast method that incrementally computes the radical inverse \(x_{i+1}\) in base \(b\) from \(x_i\) = x = \(\psi_b(i)\), using addition with rigthward carry. More... | |
| static void | reverseDigits (int k, int bdigits[], int idigits[]) |
A fast method that incrementally computes the radical inverse \(x_{i+1}\) in base \(b\) from \(x_i =\) x, using the Struckmeier’s algorithm described in [227] . More... | |
| static int | integerRadicalInverse (int b, int i) |
| Computes the integer radical inverse of \(i\) in base \(b\), equal to \(b^k \psi_b(i)\) if \(i\) has \(k\) \(b\)-ary digits. More... | |
| static int | nextRadicalInverseDigits (int b, int k, int idigits[]) |
Given the \(k\) digits of the integer radical inverse of \(i\) in bdigits, in base \(b\), this method replaces them by the digits of the integer radical inverse of \(i+1\) and returns their number. More... | |
| static void | getFaureLemieuxPermutation (int coordinate, int[] pi) |
Computes the permutations as proposed in [58] \(\sigma_b\) of the set \(\{0, …, b - 1\}\) and puts it in array pi. More... | |
| static void | getFaurePermutation (int b, int[] pi) |
Computes the Faure permutation [60] \(\sigma_b\) of the set \(\{0, …, b - 1\}\) and puts it in array pi. More... | |
| static double | permutedRadicalInverse (int b, int[] pi, long i) |
| Computes the radical inverse of \(i\) in base \(b\), where the digits are permuted using the permutation \(\pi\). More... | |
This class implements basic methods for working with radical inverses of integers in an arbitrary basis \(b\).
These methods are used in classes that implement point sets and sequences based on the van der Corput sequence (the Hammersley nets and the Halton sequence, for example).
We recall that for a \(k\)-digit integer \(i\) whose digital \(b\)-ary expansion is
\[ i = a_0 + a_1 b + …+ a_{k-1} b^{k-1}, \]
the radical inverse in base \(b\) is
\[ \psi_b(i) = a_0 b^{-1} + a_1 b^{-2} + \cdots+ a_{k-1} b^{-k}. \]
The van der Corput sequence in base \(b\) is the sequence \(\psi_b(0), \psi_b(1), \psi_b(2), …\)
Note that \(\psi_b(i)\) cannot always be represented exactly as a floating-point number on the computer (e.g., if \(b\) is not a power of two). For an exact representation, one can use the integer
\[ b^k \psi_b(i) = a_{k-1} + \cdots+ a_1 b^{k-2} + a_0 b^{k-1}, \]
which we called the integer radical inverse representation. This representation is simply a mirror image of the digits of the usual \(b\)-ary representation of \(i\).
It is common practice to permute locally the values of the van der Corput sequence. One way of doing this is to apply a permutation to the digits of \(i\) before computing \(\psi_b(i)\). That is, for a permutation \(\pi\) of the digits \(\{0,…,b-1\}\),
\[ \psi_b(i) = \sum_{r=0}^{k-1} a_r b^{-r-1} \]
is replaced by
\[ \sum_{r=0}^{k-1} \pi(a_r) b^{-r-1}. \]
Applying such a permutation only changes the order in which the values of \(\psi_b(i)\) are enumerated. For every integer \(k\), the first \(b^k\) values that are enumerated remain the same (they are the values of \(\psi_b(i)\) for \(i=0,…,b^k-1\)), but they are enumerated in a different order. Often, different permutations \(\pi\) will be applied for different coordinates of a point set.
The permutation \(\pi\) can be deterministic or random. One (deterministic) possibility implemented here is the Faure permutation \(\sigma_b\) of \(\{0,…,b-1\}\) defined as follows [60] . For \(b=2\), take \(\sigma= I\), the identical permutation. For even \(b=2c > 2\), take
\begin{align} \sigma[i] & = 2\tau[i]\phantom{{} + 1} \qquad i = 0, 1, …, c-1 \\ \sigma[i+c] & = 2\tau[i] + 1 \qquad i = 0, 1, …, c-1 \end{align}
where \(\tau[i]\) is the Faure permutation for base \(c\). For odd \(b=2c+1\), take
\begin{align} \sigma[c] & = c \\ \sigma[i] & = \tau[i],\phantom{{} + 1} \qquad\mbox{ if } 0 \le\tau[i] < c \\ \sigma[i] & = \tau[i] + 1, \qquad\mbox{ if } c \le\tau[i] < 2c \end{align}
for \(0 \le i < c\), and take
\begin{align} \sigma[i] & = \tau[i-1],\phantom{{} + 1} \qquad\mbox{ if } 0 \le\tau[i-1] < c \\ \sigma[i] & = \tau[i-1]+1, \qquad\mbox{ if } c \le\tau[i-1] < 2c \end{align}
for \(c < i \le2c\), and where \(\tau[i]\) is the Faure permutation for base \(c\). The Faure permutations give very small discrepancies (amongst the best known today) for small bases.
| RadicalInverse | ( | int | b, |
| double | x0 | ||
| ) |
Initializes the base of this object to \(b\) and its first value of \(x\) to x0.
| b | Base |
| x0 | Initial value of x |
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static |
Computes the permutations as proposed in [58] \(\sigma_b\) of the set \(\{0, …, b - 1\}\) and puts it in array pi.
| coordinate | the coordinate |
| pi | an array of size at least b, to be filled with the permutation |
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static |
Computes the Faure permutation [60] \(\sigma_b\) of the set \(\{0, …, b - 1\}\) and puts it in array pi.
See the description in the introduction above.
| b | the base |
| pi | an array of size at least b, to be filled with the permutation |
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static |
Provides an elementary method for obtaining the first \(n\) prime numbers larger than 1.
Creates and returns an array that contains these numbers. This is useful for determining the prime bases for the different coordinates of the Halton sequence and Hammersley nets.
| n | number of prime numbers to return |
n prime numbers
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static |
Computes the integer radical inverse of \(i\) in base \(b\), equal to \(b^k \psi_b(i)\) if \(i\) has \(k\) \(b\)-ary digits.
| b | base used for the operation |
| i | the value for which the integer radical inverse will be computed |
i in base b
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static |
A fast method that incrementally computes the radical inverse \(x_{i+1}\) in base \(b\) from \(x_i\) = x = \(\psi_b(i)\), using addition with rigthward carry.
The parameter invb is equal to \(1/b\). Using long incremental streams (i.e., calling this method several times in a row) cause increasing inaccuracy in \(x\). Thus the user should recompute the radical inverse directly by calling radicalInverse every once in a while (i.e. in every few thousand calls).
| invb | \(1/b\) where \(b\) is the base |
| x | the inverse \(x_i\) |
| double nextRadicalInverse | ( | ) |
A fast method that incrementally computes the radical inverse \(x_{i+1}\) in base \(b\) from \(x_i\) = \(\psi_b(i)\), using addition with rigthward carry as described in [235] .
Since using long incremental streams (i.e., calling this method several times in a row) cause increasing inaccuracy in \(x\), the method recomputes the radical inverse directly from \(i\) by calling radicalInverse once in every 1000 calls.
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static |
Given the \(k\) digits of the integer radical inverse of \(i\) in bdigits, in base \(b\), this method replaces them by the digits of the integer radical inverse of \(i+1\) and returns their number.
The array must be large enough to hold this new number of digits.
| b | base |
| k | initial number of digits in arrays |
| idigits | digits of integer radical inverse |
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static |
Computes the radical inverse of \(i\) in base \(b\), where the digits are permuted using the permutation \(\pi\).
If \(i=\sum_{r=0}^{k-1} a_r b^r\), the method will compute and return
\[ x = \sum_{r=0}^{k-1} \pi[a_r] b^{-r-1}. \]
| b | base \(b\) used for the operation |
| pi | an array of length at least b containing the permutation used during the computation |
| i | the value for which the radical inverse will be computed |
i in base b
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static |
Computes the radical inverse of \(i\) in base \(b\).
If \(i=\sum_{r=0}^{k-1} a_r b^r\), the method computes and returns
\[ x = \sum_{r=0}^{k-1} a_r b^{-r-1}. \]
| b | base used for the operation |
| i | the value for which the radical inverse will be computed |
i in base b
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static |
Computes the radical inverse of \(x\) in base \(b\).
If \(x\) has more decimals in base \(b\) than \(\log_b\)(Long.MAX_VALUE), it is truncated to its minimum precision in base \(b\). If \(x=\sum_{r=0}^{k-1} a_r b^{-r-1}\), the method computes and returns
\[ i = \sum_{r=0}^{k-1} a_r b^r. \]
| b | base used for the operation |
| x | the value for which the radical inverse will be computed |
x in base b
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static |
Computes the radical inverse of \(x\) in base \(b\).
If \(x\) has more decimals in base \(b\) than \(\log_b\)(Long.MAX_VALUE), it is truncated to its minimum precision in base \(b\). If \(x=\sum_{r=0}^{k-1} a_r b^{-r-1}\), the method computes and returns
\[ i = \sum_{r=0}^{k-1} a_r b^r. \]
| b | base used for the operation |
| x | the value for which the radical inverse will be computed |
x in base b
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static |
A fast method that incrementally computes the radical inverse \(x_{i+1}\) in base \(b\) from \(x_i =\) x, using the Struckmeier’s algorithm described in [227] .
It uses a small precomputed table of values \(L_k = 1 - b^{-k}\). The method returns the next radical inverse \(x_{i+1} = x_i + (b + 1 - b^k) / b^k\), where \(L_{k-1} \le x < L_k\).
| b | base |
| x | the inverse \(x_i\) |
bdigits, returns the \(k\) digits of the integer radical inverse of \(i\) in idigits. This simply reverses the order of the digits. | k | number of digits in arrays |
| bdigits | digits in original order |
| idigits | digits in reverse order |
1.8.14