HAMMERSLEY_DATASET
Generate Hammersley Datasets


HAMMERSLEY_DATASET is a FORTRAN90 program which creates a Hammersley dataset and writes it to a file.

The program is interactive, and allows the user to choose the parameters that define the sequence.

The program applies the user's data to select elements of a "leaped" subsequence of the Hammersley sequence. The subsequence elements are indexed by a quantity called STEP, which starts at 0. The STEP-th subsequence element is simply the Hammersley sequence element with index

        SEED(1:NDIM) + STEP * LEAP(1:NDIM).
      

The data that the user may set include:

Once these parameters are set, the program generates the data, and writes it to a file. The user may then specify another set of data, or terminate the program.

Licensing:

The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.

Languages:

HAMMERSLEY_DATASET is available in a C++ version and a FORTRAN90 version and a MATLAB version.

Related Data and Programs:

FAURE_DATASET, a FORTRAN90 program which creates a Faure quasirandom dataset;

GRID_DATASET, a FORTRAN90 program which creates a grid sequence and writes it to a file.

HAMMERSLEY, a FORTRAN90 library which contains routines which compute elements of a Hammersley sequence. A compiled version of this library is necessary in order to build HAMMERSLEY_DATASET.

HAMMERSLEY, a dataset directory which contains examples of files created by HAMMERSLEY_DATASET.

LATIN_CENTER_DATASET, a FORTRAN90 program which creates a Latin Center Hypercube dataset;

LATIN_EDGE_DATASET, a FORTRAN90 program which creates a Latin Edge Hypercube dataset;

LATIN_RANDOM_DATASET, a FORTRAN90 program which creates a Latin Random Hypercube dataset;

NIEDERREITER2_DATASET, a FORTRAN90 program which creates a Niederreiter quasirandom dataset with base 2;

NORMAL_DATASET, a FORTRAN90 program which generates a dataset of multivariate normal pseudorandom values and writes them to a file.

SOBOL_DATASET, a FORTRAN90 program which computes a Sobol quasirandom sequence and writes it to a file.

UNIFORM_DATASET, a FORTRAN90 program which generates a dataset of multivariate uniform pseudorandom values and writes them to a file.

VAN_DER_CORPUT_DATASET, a FORTRAN90 program which creates a van der Corput quasirandom sequence and writes it to a file.

Reference:

  1. John Hammersley,
    Monte Carlo methods for solving multivariable problems,
    Proceedings of the New York Academy of Science,
    Volume 86, 1960, pages 844-874.
  2. Ladislav Kocis, William Whiten,
    Computational Investigations of Low-Discrepancy Sequences,
    ACM Transactions on Mathematical Software,
    Volume 23, Number 2, 1997, pages 266-294.

Source Code:

Examples and Tests:

List of Routines:

You can go up one level to the FORTRAN90 source codes.


Last revised on 30 August 2005.