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From "Thomas Neidhart (JIRA)" <j...@apache.org>
Subject [jira] [Updated] (MATH-977) Add Halton sequence generator
Date Thu, 16 May 2013 14:07:32 GMT

     [ https://issues.apache.org/jira/browse/MATH-977?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
]

Thomas Neidhart updated MATH-977:
---------------------------------

    Attachment: HaltonSequenceGenerator.java

Attached an implementation of a HaltonSequenceGenerator. The generator already comes with
support for up to 40 dimensions (using the first 40 primes) and performs scrambling as described
in the referenced dissertation, using the optimal weight values.

Subclasses may override the scrambling method, and users can also provide their own base/weight
numbers to support larger dimensions.

CM already has a class SmallPrimes which contains the first 512 prime numbers, which could
be reused here, but as the class is package private it is not accessible, TBD.
                
> Add Halton sequence generator
> -----------------------------
>
>                 Key: MATH-977
>                 URL: https://issues.apache.org/jira/browse/MATH-977
>             Project: Commons Math
>          Issue Type: New Feature
>            Reporter: Thomas Neidhart
>         Attachments: HaltonSequenceGenerator.java
>
>
> Another low-discrepancy sequence generator which is used by Monte-Carlo methods.

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