Module net.finmath.lib

Package net.finmath.randomnumbers

Class SobolSequence1D

java.lang.Object

net.finmath.randomnumbers.SobolSequence1D

All Implemented Interfaces:

Serializable, DoubleSupplier, RandomNumberGenerator, RandomNumberGenerator1D

public class SobolSequence1D
extends Object
implements RandomNumberGenerator1D

Implements a multi-dimensional Sobol sequence. The class is just a wrapper to Apache commons-math implementation in order to implement the interfaces RandomNumberGenerator1D and DoubleSupplier.

Version:

1.0

Author:

Christian Fries

See Also:

• Serialized Form

Constructor Summary

Constructors

Constructor	Description
SobolSequence1D()	Create a Sobol sequence.

Method Summary

Modifier and Type	Method	Description
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

SobolSequence1D

public SobolSequence1D()

Create a Sobol sequence.

Method Details

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