Method and apparatus for generating low-discrepancy sequence, as

Details Method and apparatus for generating low-discrepancy sequence, as Method and apparatus for generating low-discrepancy sequence, as

1996-03-13

1998-08-04

Mai, Tan V.

Boots, shoes, and leggings

G06F 738

Patent

active

057904421

ABSTRACT:
A method and system are provided for generating a low-discrepancy sequence at high speed, comprising means for expanding an i-th coordinate value u.sub.n.sup.(i) (1.ltoreq.i.ltoreq.k) of an n-th element of the low-discrepancy sequence (u.sub.n.sup.i, . . . , u.sub.n.sup.(k)) in b scale, and storing m components created by the expansion of each value in sequence into a first storage means, wherein the above n is an integer equal to or more than 1 and the above b is a prime number equal to or more than k; means for expanding the number n in b scale, and storing the created expansion (n.sub.m, n.sub.m-1, . . . , n.sub.1) in sequence into a second storage means; means for scanning the second storage means in sequence, and detecting a minimum order j wherein nj is not equal to b-1; and means, respondent to the means for scanning, for reading out j-th row components of a low-discrepancy generator matrix T.sup.(i) stored in advance for an i-th coordinate value (1.ltoreq.i.ltoreq.k) of the element of the low-discrepancy sequence and the components created by the expansion of the i-th coordinate value of the element of the low-discrepancy sequence in sequence, and adding the j-th row components to the components created by said expansion read out in the same order in modulo b, and storing the result of the addition in sequence into a third storage means.

REFERENCES:
patent: 5031134 (1991-07-01), Kaplan et al.

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