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SimSeqs.h File Reference

#include "BaseDefinitions.h"

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Compounds
class	LDSqAfflerbach
	Afflerbach is a special Pseudorandomnumber generator that uses a linear congruence operator (quite fast). More...
class	LDSqAtanassov
	This class implements Atanassov's modified Halton sequence. More...
class	LDSqBase
	This is the base class for all the simulation sequences including Monte Carlo (just random numbers). More...
class	LDSqFaure
	Implementation of the Faure low discrepancy sequence, use a linear field c to store the pascal matrix and multiply it on the previous coefficients by matrix-multiplication to get the new coefficients. More...
class	LDSqHalton
	This class implements the Halton Sequence in the bases stored in b passed to the constructor. More...
class	LDSqHammersley
	This class implements the Hammersley Set by creathing the Halton-sequence in dim-1 dimensions and adding the additional dimension of the form k/N. More...
class	LDSqMonteCarlo
	This class implements pseudo-random numbers. More...
class	LDSqNAlpha
	This class implements the N *Alpha Sequence. More...
class	LDSqNetz
	Implementation of the (0,s) nets, according to an algorithm given by Lecot for Niederreiter's construction using hyperderivatives of polynomials. More...
class	LDSqNiederreiter
	Implementation of (0,s) nets, according to an algorithm given by Niederreiter using monic polynomials. More...
class	LDSqSobol
	This class implements the Sobol Sequence, direction numbers are only available for 51 dimensions, so we can only provide that many dimensions. More...
class	longpoly
	This helper class describes polynomials with long coefficients. More...
struct	polynom
Defines
#define	USEMC   1
#define	USEHALTON   2
#define	USENET   4
#define	USENIEDER   8
#define	USESOBOL   16
#define	USEFAURE   32
#define	USEATANASSOV   64
#define	USEHAMMERSLEY   128
#define	USENALPHA   256
#define	USEMAX   USENALPHA
#define	GENAU   1E-9
#define	BGENAU   29
#define	MAXLONG   2147483647
#define	MAXPREC   30
#define	primefile   "primes.dat"
#define	NAlphaOnes   .6180339887498948482045969343656391177203091798058
#define	NAlphaTwos   .4142135623730950488016887242096980785696718753769
#define	NAlphaThrees   .3027756377319946465596106337352479731256482869226
#define	NAlphaFours   .2360679774997896964091736687312762354406183596115
#define	maxanz   310
#define	max_nieder   900000000
#define	maxdim   310
#define	MAX_I_NORMAL   1025
#define	NTAB   32
#define	MC1   1
#define	MC2   2
#define	MC3   3
#define	konst   1073741824
Typedefs
typedef double	double_vektor [maxanz]
typedef int	int_vektor [maxanz]
typedef polynom	polarr [maxdim+4]
Functions
long	ReadPrimes (long *primes, long m)
long	NextPrime (long current)
long*	InitGenericPrimes (long dm)
long*	InitGenericInts (long dm)

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Define Documentation

#define BGENAU   29

#define GENAU   1E-9

#define MAXLONG   2147483647

#define MAXPREC   30

#define MAX_I_NORMAL   1025

#define MC1   1

These gives the Monte Carlo Method (just pseudo-random numbers), defines constant for the LDSqMonteCarlo class.

#define MC2   2

#define MC3   3

#define NAlphaFours   .2360679774997896964091736687312762354406183596115

#define NAlphaOnes   .6180339887498948482045969343656391177203091798058

some numbes for the nAlpha sequence: NAlphaOnes is [0;1,1,1,1,1,1,1,1....] NAlphaTwos is [0;2,2,2,2,2,2,2,2....] NAlphaThrees is [0;3,3,3,3,3,3,3,3....] NAlphaFours is [0;4,4,4,4,4,4,4,4....].

#define NAlphaThrees   .3027756377319946465596106337352479731256482869226

#define NAlphaTwos   .4142135623730950488016887242096980785696718753769

#define NTAB   32

#define USEATANASSOV   64

#define USEFAURE   32

#define USEHALTON   2

#define USEHAMMERSLEY   128

#define USEMAX   USENALPHA

#define USEMC   1

These constants define bitwise masks for variables that describe which sequence to use for your calculation. e.g. 107 means MC, Halton, Niederreiter, Faure and Atanassov

#define USENALPHA   256

#define USENET   4

#define USENIEDER   8

#define USESOBOL   16

#define konst   1073741824

#define max_nieder   900000000

#define maxanz   310

#define maxdim   310

#define primefile   "primes.dat"

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Typedef Documentation

typedef double double_vektor

typedef int int_vektor

typedef polynom polarr

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Function Documentation

long* InitGenericInts ( long dm )

returns a field of length dm filled with the smalles Integer numbers. Use this e.g. as bases for the Niederreiter sequence in a base p. The long* field has to be delete[]'ed manually.

long* InitGenericPrimes ( long dm )

returns a field of length dm filled with the smalles prime numbers. Use this e.g. as bases for the Halton sequence. The long* field has to be delete[]'ed manually.

long NextPrime ( long current )

Returns the smalles prime larger than or equal to "current".

long ReadPrimes ( long * primes, long m )

This function reads in the first m primes from the file "primes.dat" in the working directory and stores them to primes, which must be large enough to hold all m primes.

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