cmp::grid::NiederreiterGrid Class Reference

Niederreiter (base 2) low-discrepancy sequence grid generator. More...

#include <grid.h>

Inheritance diagram for cmp::grid::NiederreiterGrid:

Collaboration diagram for cmp::grid::NiederreiterGrid:

Public Member Functions
	NiederreiterGrid (const Eigen::Ref< const Eigen::VectorXd > &lowerBound, const Eigen::Ref< const Eigen::VectorXd > &upperBound)
	Constructs a NiederreiterGrid generator.
Eigen::MatrixXd	construct (const size_t &nPoints) override
	Constructs a matrix of Niederreiter points.
Eigen::VectorXd	operator() ()
	Evaluates a single Niederreiter sample.
size_t	dim () const override
	Returns the dimension of the domain.
Public Member Functions inherited from cmp::grid::Grid
virtual	~Grid ()=default

Private Attributes
boost::random::niederreiter_base2	gen_
	Niederreiter sequence generator.
size_t	dimension_
	Number of dimensions.
Eigen::VectorXd	lowerBound_
	Lower bounds vector.
Eigen::VectorXd	upperBound_
	Upper bounds vector.

Detailed Description

Niederreiter (base 2) low-discrepancy sequence grid generator.

Mathematical Formulation Uses the Niederreiter sequence in base 2 to generate quasi-random samples with low discrepancy.

Constructor & Destructor Documentation

NiederreiterGrid()

cmp::grid::NiederreiterGrid::NiederreiterGrid ( const Eigen::Ref< const Eigen::VectorXd > &  lowerBound, const Eigen::Ref< const Eigen::VectorXd > &  upperBound  )

inline

Constructs a NiederreiterGrid generator.

Parameters

lowerBound	Lower bounds of the domain.
upperBound	Upper bounds of the domain.

Member Function Documentation

construct()

Eigen::MatrixXd cmp::grid::NiederreiterGrid::construct ( const size_t &  nPoints )

inlineoverridevirtual

Constructs a matrix of Niederreiter points.

Parameters

nPoints

Number of points to generate.

Implements cmp::grid::Grid.

dim()

size_t cmp::grid::NiederreiterGrid::dim ( ) const

inlineoverridevirtual

Returns the dimension of the domain.

Implements cmp::grid::Grid.

operator()()

Eigen::VectorXd cmp::grid::NiederreiterGrid::operator() ( )

inline

Evaluates a single Niederreiter sample.

Member Data Documentation

dimension_

size_t cmp::grid::NiederreiterGrid::dimension_

private

Number of dimensions.

gen_

boost::random::niederreiter_base2 cmp::grid::NiederreiterGrid::gen_

private

Niederreiter sequence generator.

lowerBound_

Eigen::VectorXd cmp::grid::NiederreiterGrid::lowerBound_

private

Lower bounds vector.

upperBound_

Eigen::VectorXd cmp::grid::NiederreiterGrid::upperBound_

private

Upper bounds vector.

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The documentation for this class was generated from the following file:

• include/grid.h