umontreal.iro.lecuyer.hups
Class RQMCPointSet

java.lang.Object
  umontreal.iro.lecuyer.hups.RQMCPointSet

public class RQMCPointSet
extends Object

This class is used for randomized quasi-Monte Carlo (RQMC) simulations. The idea is to randomize a point set 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: Generate a single point 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: generate again 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 Summary

RQMCPointSet(PointSet set, PointSetRandomization rand)
Constructor with the point set set and the randomization rand.

Method Summary

PointSet	getPointSet() Returns the point set associated to this object.
PointSetRandomization	getRandomization() Returns the randomization associated to this object.
PointSetIterator	iterator() Returns a new point set iterator for the point set associated to this object.
void	randomize() Randomizes the point set.

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

RQMCPointSet

public RQMCPointSet(PointSet set,
                    PointSetRandomization rand)

Constructor with the point set set and the randomization rand.

Parameters:

set - the point set

rand - the randomization

Method Detail

randomize

public void randomize()

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

iterator

public PointSetIterator iterator()

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

Returns:

point set iterator for the point set

getPointSet

public PointSet getPointSet()

Returns the point set associated to this object.

Returns:

the point set associated to this object

getRandomization

public PointSetRandomization getRandomization()

Returns the randomization associated to this object.

Returns:

the randomization associated to this object