Class SobolQuasiRandomGenerator is 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 SobolQuasiRandomGenerator : QuasiRandomNumberGenerator |
| Visual Basic (Declaration) |
|---|
Public Class SobolQuasiRandomGenerator _ Inherits QuasiRandomNumberGenerator |
| Visual C++ |
|---|
public ref class SobolQuasiRandomGenerator : public QuasiRandomNumberGenerator |
Remarks
A quasi-random sequence is a sequence of n-tuples that fills n-dimensional space
more uniformly than uncorrelated random points.
Sobol is a 32-bit gray code-based quasirandom number generator defined by
Xn+1 = Xn @ Vcn
Un = Xn/pow(2 32)
where @ represents an exclusive or operation, the s-dimensional vectors Vi are the direction numbers, ci is the index of the first 0 digit from the right in the binary representation of i, and Un is the generator output nomalized to the unit hypercube (0,1)^s.
Xn+1 = Xn @ Vcn
Un = Xn/pow(2 32)
where @ represents an exclusive or operation, the s-dimensional vectors Vi are the direction numbers, ci is the index of the first 0 digit from the right in the binary representation of i, and Un is the generator output nomalized to the unit hypercube (0,1)^s.
Inheritance Hierarchy
System..::.Object
CenterSpace.NMath.Core..::.QuasiRandomNumberGenerator
CenterSpace.NMath.Core..::.SobolQuasiRandomGenerator
CenterSpace.NMath.Core..::.QuasiRandomNumberGenerator
CenterSpace.NMath.Core..::.SobolQuasiRandomGenerator
