Module net.finmath.lib

Package net.finmath.randomnumbers

Class VanDerCorputSequence

java.lang.Object

net.finmath.randomnumbers.VanDerCorputSequence

All Implemented Interfaces:

Serializable, DoubleSupplier, RandomNumberGenerator, RandomNumberGenerator1D

public class VanDerCorputSequence
extends Object
implements RandomNumberGenerator1D

A van-der-Corput sequence \( \{ x_{i} \vert i = 0, 1, \ldots \} \) implementing RandomNumberGenerator1D.

Author:

Christian Fries

See Also:

• Serialized Form

Constructor Summary

Constructors

Constructor	Description
VanDerCorputSequence(int base)
VanDerCorputSequence(int startIndex, int base)	Create a van-der-Corput sequence for a given start index and base.

Method Summary

Modifier and Type	Method	Description
static double	getVanDerCorputNumber(long index, int base)	Return the van-der-Corput number.
static void	main(String[] args)
double	nextDouble()	Thread safe implementation returning the next double value of this random number generator.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface net.finmath.randomnumbers.RandomNumberGenerator1D

getAsDouble, getDimension, getNext, nextDoubleFast

Constructor Details

VanDerCorputSequence

public VanDerCorputSequence(int startIndex,
 int base)

Create a van-der-Corput sequence for a given start index and base.

Parameters:

startIndex - The start index. Must be ≥ 0.

base - The base of the sequence. Must be > 1.

VanDerCorputSequence

public VanDerCorputSequence(int base)

Method Details

main

public static void main(String[] args)

nextDouble

public double nextDouble()

Description copied from interface: RandomNumberGenerator1D

Thread safe implementation returning the next double value of this random number generator.

Specified by:

nextDouble in interface RandomNumberGenerator1D

Returns:

The next double value of this random number generator

getVanDerCorputNumber

public static double getVanDerCorputNumber(long index,
 int base)

Return the van-der-Corput number.

Parameters:

index - The index of the sequence starting with 0

base - The base.

Returns:

The van der Corput number