SobolSequence (finmath lib 5.0.4 API)

java.lang.Object
- net.finmath.randomnumbers.SobolSequence

All Implemented Interfaces:

Serializable, RandomNumberGenerator
```
public class SobolSequence
extends Object
implements RandomNumberGenerator
```
Implements a multi-dimensional Sobol sequence. The class is just a wrapper to Apache commons-math implementation in order to implement the interface RandomNumberGenerator with a minimal change. The value 0, the first element of the sequence, is omitted.

Version:

1.0

Author:

Christian Fries

See Also:

Serialized Form

Constructor Summary

Constructors
Constructor Description

SobolSequence(int dimension)
Constructs a Sobol sequence with given dimension.

Method Summary

All Methods Instance Methods Concrete Methods
Modifier and Type	Method	Description
`int`	`getDimension()`	Get the sample vector dimension.
`double[]`	`getNext()`	Get the next sample vector of dimension n, where n is `getDimension`.

Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

- Constructor Detail
  - SobolSequence
```
public SobolSequence(int dimension)
```
    Constructs a Sobol sequence with given dimension.
    
    Parameters:
    
    dimension - The dimension of the sequence.
- Method Detail
  - getNext
```
public double[] getNext()
```
    Description copied from interface: RandomNumberGenerator
    
    Get the next sample vector of dimension n, where n is getDimension. An implementation has to be thread safe.
    
    Specified by:
    
    getNext in interface RandomNumberGenerator
    
    Returns:
    
    The next sample vector of dimension n, where n is getDimension.
  - getDimension
```
public int getDimension()
```
    Description copied from interface: RandomNumberGenerator
    
    Get the sample vector dimension.
    
    Specified by:
    
    getDimension in interface RandomNumberGenerator
    
    Returns:
    
    The sample vector dimension n.