- java.lang.Object
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- net.finmath.randomnumbers.VanDerCorputSequence
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- All Implemented Interfaces:
Serializable
,DoubleSupplier
,RandomNumberGenerator
,RandomNumberGenerator1D
public class VanDerCorputSequence extends Object implements RandomNumberGenerator1D
A van-der-Corput sequence \( \{ x_{i} \vert i = 0, 1, \ldots \} \) implementingRandomNumberGenerator1D
.- Author:
- Christian Fries
- See Also:
- Serialized Form
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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.
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods 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
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Methods inherited from interface net.finmath.randomnumbers.RandomNumberGenerator1D
getAsDouble, getDimension, getNext, nextDoubleFast
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Constructor Detail
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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.
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VanDerCorputSequence
public VanDerCorputSequence(int base)
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Method Detail
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main
public static void main(String[] args)
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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 interfaceRandomNumberGenerator1D
- Returns:
- The next double value of this random number generator
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getVanDerCorputNumber
public static double getVanDerCorputNumber(long index, int base)
Return the van-der-Corput number.- Parameters:
index
- The index of the sequence starting with 0base
- The base.- Returns:
- The van der Corput number
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