NIEDERREITER2_DATASET
Create a Niederreiter Dataset, Base = 2.
NIEDERREITER2_DATASET
is a FORTRAN90 program
which creates a Niederreiter quasirandom dataset with base 2.
niederreiter2_dataset m n skip
where
-
m is the spatial dimension;
-
n is the number of points to generate;
-
skip is the number of initial values to skip.
A recommended value is 4096.
The data is written to the file niederreiter2_m_n.txt.
Licensing:
The computer code and data files described and made available on this web page
are distributed under
the GNU LGPL license.
Languages:
NIEDERREITER2_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.
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,
a FORTRAN90 library which
computes the elements of the sequence. A compiled version of that library
must be available to build NIEDERREITER2_DATASET.
NIEDERREITER2,
a dataset directory which
contains
examples of the files created by NIEDERREITER2_DATASET.
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:
-
Paul Bratley, Bennett Fox,
Algorithm 659:
Implementing Sobol's Quasirandom Sequence Generator,
ACM Transactions on Mathematical Software,
Volume 14, Number 1, pages 88-100, 1988.
-
Paul Bratley, Bennett Fox, Harald Niederreiter,
Algorithm 738:
Programs to Generate Niederreiter's Low-Discrepancy Sequences,
ACM Transactions on Mathematical Software,
Volume 20, Number 4, pages 494-495, 1994.
-
Paul Bratley, Bennett Fox, Harald Niederreiter,
Implementation and Tests of Low Discrepancy Sequences,
ACM Transactions on Modeling and Computer Simulation,
Volume 2, Number 3, pages 195-213, 1992.
-
Bennett Fox,
Algorithm 647:
Implementation and Relative Efficiency of Quasirandom
Sequence Generators,
ACM Transactions on Mathematical Software,
Volume 12, Number 4, pages 362-376, 1986.
-
Rudolf Lidl, Harald Niederreiter,
Finite Fields,
Cambridge University Press, 1984, page 553.
-
Harald Niederreiter,
Low-discrepancy and low-dispersion sequences,
Journal of Number Theory,
Volume 30, 1988, pages 51-70.
-
Harald Niederreiter,
Random Number Generation and quasi-Monte Carlo Methods,
SIAM, 1992.
Source Code:
List of Routines:
-
MAIN is the main program for NIEDERREITER2_DATASET.
-
CALCC2 computes the constants C(I,J,R).
-
CALCV2 calculates the constants V(J,R).
-
GET_UNIT returns a free FORTRAN unit number.
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NIEDERREITER2 returns an element of the Niederreiter sequence base 2.
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NIEDERREITER2_GENERATE generates a set of Niederreiter values.
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PLYMUL2 multiplies two polynomials in the field of order 2.
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R8MAT_WRITE writes an R8MAT file.
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SETFLD2 sets up arithmetic tables for the finite field of order 2.
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TIMESTAMP prints the current YMDHMS date as a time stamp.
You can go up one level to
the FORTRAN90 source codes.
Last revised on 29 June 2009.