LDSequences

What are low-discrepancy sequences

How can I use them in my program?

• -) Include the necessary include files in your code
• -) create an object of the according child class of LDSqBase. Note that this is the only place where you tell the program which sequence you want to create. The code to create the elements of the sequence does not have to be changed if you want to use a different sequence.

    // Giving NULL for the bases, means: use the first dim prime numbers
    long dim=7;
    LDSqBase*Numbers=(LDSqBase*)new Halton(NULL, dim);

• -) Once the object is created, you can easily get the next or the n-th element of the sequence. The following line gives the next element of the sequence  (the sequence remembers the index of the element it returned last time). // if lenght (here 12) is larger than dim used to create the sequence, the rest of the dimensions is filled with pseudo-random numbers created by the ran2 method described in "Numerical Recipies in C".

    double buffer[13];
    Numbers->NextElement(&buffer[0], 12);

Or if you want to get e.g. th 16234-th element of the sequence, give that index as additional argument:

    Numbers->NextElement(&buffer[0], 12, 16234);

• -) When you don't need the sequence any more, release / delete it:

    delete Numbers;

• -) Make sure you compile the *.cpp files from the LDSequences package and link your program to the object files, too!!!

List of the classes included

I also created a small Mathematica package to create the Halton/Van der Corput, Faure and Niederreiter sequences in Mathematica. The notebook LDSequences.nb with the code and the respective package LDSequences.m can be found in CVS in the module "Mathematica".
 

How to get the classes

I want to help

License