FaureRsg Class Reference#include <ql/RandomNumbers/faurersg.hpp>
List of all members.
Detailed Description
Faure low-discrepancy sequence generator.
It is based on existing Fortran and C algorithms to calculate pascal matrix and gray transforms.
- E. Thiemard Economic generation of low-discrepancy sequences with a b-ary gray code.
- Algorithms 659, 647. http://www.netlib.org/toms/647, http://www.netlib.org/toms/659
- Tests:
- the correctness of the returned values is tested by reproducing known good values.
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Public Types |
typedef Sample< Array > | sample_type |
Public Member Functions |
| FaureRsg (Size dimensionality) |
const std::vector< long int > & | nextIntSequence () const |
const std::vector< long int > & | lastIntSequence () const |
const sample_type & | nextSequence () const |
const sample_type & | lastSequence () const |
Size | dimension () const |
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