SSJ
3.2.1
Stochastic Simulation in Java
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This class implements Korobov lattices, which represents the same point sets as in class LCGPointSet, but implemented differently. More...
Public Member Functions | |
KorobovLattice (int n, int a, int s) | |
Instantiates a Korobov lattice point set with modulus \(n\) and multiplier \(a\) in dimension \(s\). | |
KorobovLattice (int n, int a, int s, int t) | |
Instantiates a shifted Korobov lattice point set with modulus \(n\) and multiplier \(a\) in dimension \(s\). More... | |
void | setNumPoints (int n) |
Resets the number of points of the lattice to \(n\). More... | |
int | getA () |
Returns the multiplier \(a\) of the lattice. More... | |
String | toString () |
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Rank1Lattice (int n, int[] a, int s) | |
Instantiates a Rank1Lattice with \(n\) points and lattice vector \(a\) of dimension \(s\). More... | |
void | setNumPoints (int n) |
Resets the number of points of the lattice to \(n\). More... | |
int [] | getAs () |
Returns the generator \(a_j\) of the lattice. More... | |
void | addRandomShift (int d1, int d2, RandomStream stream) |
Adds a random shift to all the points of the point set, using stream stream to generate the random numbers. More... | |
void | clearRandomShift () |
Clears the random shift. | |
String | toString () |
double | getCoordinate (int i, int j) |
PointSetIterator | iterator () |
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int | getDimension () |
Returns the dimension (number of available coordinates) of the point set. More... | |
int | getNumPoints () |
Returns the number of points. More... | |
abstract double | getCoordinate (int i, int j) |
Returns \(u_{i,j}\), the coordinate \(j\) of the point \(i\). More... | |
PointSetIterator | iterator () |
Constructs and returns a point set iterator. More... | |
void | setStream (RandomStream stream) |
Sets the random stream used to generate random shifts to stream . More... | |
RandomStream | getStream () |
Returns the random stream used to generate random shifts. More... | |
void | randomize (PointSetRandomization rand) |
Randomizes the point set using the given rand . More... | |
void | addRandomShift (int d1, int d2, RandomStream stream) |
This method does nothing for this generic class. More... | |
void | addRandomShift (RandomStream stream) |
This method does nothing for this generic class. More... | |
void | addRandomShift (int d1, int d2) |
Similar to addRandomShift(d1, d2, stream) , with the current random stream. | |
void | addRandomShift () |
Similar to addRandomShift(0, d2, stream) with the current random stream and d2 the dimension of the current random shift. | |
void | clearRandomShift () |
Erases the current random shift, if any. | |
void | randomize (int fromDim, int toDim, RandomStream stream) |
By default, this method simply calls addRandomShift (fromDim, toDim, stream) , which does nothing. | |
void | randomize (RandomStream stream) |
By default, this method simply calls randomize(0, dim, stream). | |
void | randomize (int d1, int d2) |
By default, this method simply calls addRandomShift(d1, d2) . | |
void | randomize () |
By default, this method simply calls addRandomShift() . | |
void | unrandomize () |
By default, this method simply calls clearRandomShift() . | |
String | toString () |
Formats a string that contains information about the point set. More... | |
String | formatPoints () |
Same as invoking formatPoints(n, d) with \(n\) and \(d\) equal to the number of points and the dimension of this object, respectively. More... | |
String | formatPoints (int n, int d) |
Formats a string that displays the same information as returned by toString, together with the first \(d\) coordinates of the first \(n\) points. More... | |
String | formatPoints (PointSetIterator iter) |
Same as invoking formatPoints(iter, n, d) with \(n\) and \(d\) equal to the number of points and the dimension, respectively. More... | |
String | formatPoints (PointSetIterator iter, int n, int d) |
Same as invoking formatPoints(n, d), but prints the points by calling iter repeatedly. More... | |
String | formatPointsBase (int b) |
Similar to formatPoints(), but the points coordinates are printed in base \(b\). More... | |
String | formatPointsBase (int n, int d, int b) |
Similar to formatPoints(n, d), but the points coordinates are printed in base \(b\). More... | |
String | formatPointsBase (PointSetIterator iter, int b) |
Similar to formatPoints(iter), but the points coordinates are printed in base \(b\). More... | |
String | formatPointsBase (PointSetIterator iter, int n, int d, int b) |
Similar to formatPoints(iter, n, d), but the points coordinates are printed in base \(b\). More... | |
String | formatPointsNumbered () |
Same as invoking formatPointsNumbered(n, d) with \(n\) and \(d\) equal to the number of points and the dimension, respectively. More... | |
String | formatPointsNumbered (int n, int d) |
Same as invoking formatPoints(n,d), except that the points are numbered. More... | |
Protected Attributes | |
int | genA |
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int [] | genAs |
double [] | v |
double | normFactor |
double [] | shift |
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double | EpsilonHalf = 1.0 / Num.TWOEXP[55] |
int | dim = 0 |
int | numPoints = 0 |
int | dimShift = 0 |
int | capacityShift = 0 |
RandomStream | shiftStream |
Additional Inherited Members | |
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long | modPower (long a, int e, int m) |
double | radicalInverse (int base, int i) |
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static final int | MAXBITS = 31 |
This class implements Korobov lattices, which represents the same point sets as in class LCGPointSet, but implemented differently.
The parameters are the modulus \(n\) and the multiplier \(a\), for an arbitrary integer \(1 \le a < n\). [When \(a\) is outside the interval \([1,n)\), then we replace \(a\) by ( \(a \bmod n\)) in all calculations.] The number of points is \(n\), their dimension is \(s\), and they are defined by
\[ \mathbf{u}_i = (i/n)(1, a, a^2, …, a^{s-1}) \bmod1 \]
for \(i=0,…,n-1\).
It is also possible to build a "shifted" Korobov lattice with the first \(t\) coordinates rejected. The \(s\)-dimensionnal points are then defined as
\[ \mathbf{u}_i = (i/n)(a^t, a^{t+1}, a^{t+2}, …, a^{t+s-1}) \bmod1 \]
for \(i=0,…,n-1\) and fixed \(t\).
KorobovLattice | ( | int | n, |
int | a, | ||
int | s, | ||
int | t | ||
) |
Instantiates a shifted Korobov lattice point set with modulus \(n\) and multiplier \(a\) in dimension \(s\).
The first \(t\) coordinates of a standard Korobov lattice are dropped as described above. The case \(t=0\) corresponds to the standard Korobov lattice.
int getA | ( | ) |
Returns the multiplier \(a\) of the lattice.
(The original one before it is reset to \(a \bmod n\)).
void setNumPoints | ( | int | n | ) |
Resets the number of points of the lattice to \(n\).
The values of \(s\), \(a\) and \(t\) are unchanged.