QuasiRandomNumberGenerator Class

Abstract base class for generating sequences of quasirandom points. A quasirandom sequence is a sequence of n-tuples that fills n-space more uniformly than uncorrelated random points.

Inheritance Hierarchy

SystemObject
  CenterSpace.NMath.CoreQuasiRandomNumberGenerator
    CenterSpace.NMath.CoreNiederreiterQuasiRandomGenerator
    CenterSpace.NMath.CoreSobolQuasiRandomGenerator

Namespace: CenterSpace.NMath.Core
Assembly: NMath (in NMath.dll) Version: 7.4

Syntax

C++

Copy

public abstract class QuasiRandomNumberGenerator : ICloneable

Public MustInherit Class QuasiRandomNumberGenerator
	Implements ICloneable

public ref class QuasiRandomNumberGenerator abstract : ICloneable

[<AbstractClassAttribute>]
type QuasiRandomNumberGenerator = 
    class
        interface ICloneable
    end

The QuasiRandomNumberGenerator type exposes the following members.

Constructors

	Name	Description
	QuasiRandomNumberGenerator(Int32, RandomNumberStreamBasicRandGenType)	Constructs a QuasiRandomNumberGenerator with the given dimension.
	QuasiRandomNumberGenerator(RandomNumberStreamBasicRandGenType, Int32, Int32, BitArray)	Initializes base class properties for a given type of quasi-random number generator.
	QuasiRandomNumberGenerator(RandomNumberStreamBasicRandGenType, Int32, Int32, Int32)	Initializes base class properties for a given type of quasi-random number generator.
	QuasiRandomNumberGenerator(RandomNumberStreamBasicRandGenType, Int32, Int32, BitArray, Int32, Int32)	Initializes base class properties for a given type of quasi-random number generator.

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Properties

	Name	Description
	Dimension	Gets and sets the dimension.

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Methods

	Name	Description
	BitArrayToInt	Returns an int whose binary representation is given by a. For example, if a = 1,1,1, this function will return 7.
	CheckDimensionAndDirectionNumbers	Function where deriving classes can validate a table of direction numbers used in the constructor.
	CheckDimensionAndPolynomials	Function where deriving classes can validate an array of polynomials used in the constructor.
	Clone	Constructs a deep copy of this quasi-random number generator.
	Fill(DoubleMatrix)	Fills the given double precision matrix with M.Cols quasirandom points. The points are the columns of the matrix, hence the number of rows in the given matrix must be equal to the Dimension. The quasirandom numbers will follow a uniform distribution in the hypercube [0,1]^n, where n is equal to Dimension.
	Fill(FloatMatrix)	Fills the given single precision matrix with M.Cols quasirandom points. The points are the columns of the matrix, hence the number of rows in the given matrix must be equal to the Dimension. The quasirandom numbers will follow a uniform distribution in the hypercube [0,1]^n, where n is equal to Dimension.
	Fill(IRandomNumberDistributionDouble, DoubleMatrix)	Fills the given double precision matrix with M.Cols quasirandom points. The points are the columns of the matrix, hence the number of rows in the given matrix must be equal to the Dimension. The quasirandom numbers will follow the given distribution.
	Fill(IRandomNumberDistributionSingle, FloatMatrix)	Fills the given single precision matrix with M.Cols quasirandom points. The points are the columns of the matrix, hence the number of rows in the given matrix must be equal to the Dimension. The quasirandom numbers will follow the given distribution.
	Fill(DoubleMatrix, Double, Double)	Fills the given double precision matrix with M.Cols quasirandom points. The points are the columns of the matrix, hence the number of rows in the given matrix must be equal to the Dimension. The quasirandom numbers will follow a uniform distribution in the hypercube [a,b]^n, where n is equal to Dimension.
	Fill(FloatMatrix, Single, Single)	Fills the given single precision matrix with M.Cols quasirandom points. The points are the columns of the matrix, hence the number of rows in the given matrix must be equal to the Dimension. The quasirandom numbers will follow a uniform distribution in the hypercube [a,b]^n, where n is equal to Dimension.
	FillT(IRandomNumberDistributionT, T)	Fills an array with quasirandom numbers from the specified distribution. The quasirandom numbers, which are tuples of length Dimension are layed out linearly in the array r. If Dimension = n, then the first n-dimensional quasirandom point occupies r[0], r[1],...,r[n-1], the second occupies r[n], r[n+1],...,r[2n-1], and so on.
	IntToBitArray	Creates a BitArray containing the binary representation of the given nonnegative integer x.
	LogBase2	Somewhat efficient algorithm for computing the truncated log base 2 of a nonnegative integer.
	Next(IRandomNumberDistributionDouble, Int32)	Creates a double precision matrix filled with quasirandom points which follow the given probability distribution. The columns of the matrix are the points, and hence the matrix will contain Dimension rows and numSamples columns.
	Next(IRandomNumberDistributionSingle, Int32)	Creates a single precision matrix filled with quasirandom points which follow the given probability distribution. The columns of the matrix are the points, and hence the matrix will contain Dimension rows and numSamples columns.
	NextT(IRandomNumberDistributionT, Int32)	Creates an array filled with quasirandom numbers from the specified distribution. The quasirandom numbers, which are tuples of length Dimension are layed out linearly in the array r. If Dimension = n, then the first n-dimensional quasirandom point occupies r[0], r[1],...,r[n-1], the second occupies r[n], r[n+1],...,r[2n-1], and so on.

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Fields

	Name	Description
	stream_	Basic random stream for uniform quasirandom numbers in n-dimensional hypercube.

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Reference

CenterSpace.NMath.Core Namespace