discrep.h File Reference

Class for Monte Carlo multi-dimensional point generation. More...

#include "LC_RNGs.h"

Go to the source code of this file.

Namespaces
namespace	generators
Classes
class	generators::DISCREP
	A random vector generator using discrepancy sampling. More...
Defines
#define	MAX_DIM   32
	Max dimensions of domain (i.e.
#define	COORD_DIGITS   32
	Nr of digits in a coordinate.

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Detailed Description

Class for Monte Carlo multi-dimensional point generation.

Uses discrepancy sampling. Based on sample code from Richard E.Crandall's 'Projects in Scientific Computation'. Springer, 2000.

Author:

Arthur van Dam, dam@math.uu.nl

Albert-Jan Yzelman, yzelman@math.uu.nl

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Define Documentation

#define MAX_DIM   32

Max dimensions of domain (i.e. max # coords of a point)

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