digitalnet 0.5.0

A linear-algebra-based construction of point sets for quasi-Monte Carlo integration on a hypercube


To use this package, put the following dependency into your project's dependencies section:

dub.json
dub.sdl

digitalnet

Digital nets is a construction of quasi-Monte Carlo (QMC) point set. This library provides the basic operation on digital nets:

  • construct a digital net by uniform random independent choice of its basis
  • do QMC integration of a function by a [digitally shifted] digital net
  • apply a digital shift to a given digital net
  • save a [digitally shifted] digital net to string
  • load a [digitally shifted] digital net from string

examples

/examples directory contains some simple applications, each of which is provided as a simple dub package.

coming soon

  • linear scrambling

Authors:Ryuichi OHORI

Dependencies: none

Versions:
0.5.0 2015-Aug-03
0.4.0 2015-Jun-21
0.3.0 2015-Mar-19
0.2.0 2015-Mar-02
0.1.0 2015-Feb-27
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