Description

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

Package Information

Version0.5.0 (2015-Aug-03)
Repositoryhttps://github.com/majiang/digitalnet
LicenseMIT
CopyrightCopyright (c) 2015, Ryuichi OHORI
AuthorsRyuichi OHORI
Registered byRyuichi OHORI
Dependenciesnone

Installation

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

dub.json
dub.sdl

Readme

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

Available versions

0.5.0 0.4.0 0.3.0 0.2.0 0.1.0 0.0.0 ~master