Class NiederreiterQuasiRandomGenerator is a quasi-random number generator which can be
used for generating sequences of quasi-random point in n-dimensional space.
Namespace:
CenterSpace.NMath.CoreAssembly: NMath (in NMath.dll) Version: 5.1.0.0
Syntax
| C# |
|---|
public class NiederreiterQuasiRandomGenerator : QuasiRandomNumberGenerator |
| Visual Basic (Declaration) |
|---|
Public Class NiederreiterQuasiRandomGenerator _ Inherits QuasiRandomNumberGenerator |
| Visual C++ |
|---|
public ref class NiederreiterQuasiRandomGenerator : public QuasiRandomNumberGenerator |
Remarks
A quasi-random sequence is a sequence of n-tuples that fills n-dimensional space
more uniformly than uncorrelated random points.
Niederreiter is a 32-bit gray code-based quasirandom number generator defined by
Xn+1 = Xn @ Vc
Un = Xn/2^32
where @ represents an exclusive-or operation and the value of c is the rightmost bit in n - 1; Xn is an s-dimensional vector of 32-bit values. The s-dimensional vectors (calculated during random stream initialization) Vi, are called direction numbers. The vector Un is the generator output normalized to the unit s-dimensional hypercube (0,1)^s.
Xn+1 = Xn @ Vc
Un = Xn/2^32
where @ represents an exclusive-or operation and the value of c is the rightmost bit in n - 1; Xn is an s-dimensional vector of 32-bit values. The s-dimensional vectors (calculated during random stream initialization) Vi, are called direction numbers. The vector Un is the generator output normalized to the unit s-dimensional hypercube (0,1)^s.
Inheritance Hierarchy
System..::.Object
CenterSpace.NMath.Core..::.QuasiRandomNumberGenerator
CenterSpace.NMath.Core..::.NiederreiterQuasiRandomGenerator
CenterSpace.NMath.Core..::.QuasiRandomNumberGenerator
CenterSpace.NMath.Core..::.NiederreiterQuasiRandomGenerator
