dorsal/arxiv
View SchemaA fast algorithm for generating a uniform distribution inside a high-dimensional polytope
| Authors | A. van Hameren, R. Kleiss |
|---|---|
| Categories | |
| ArXiv ID | physics/0003078 |
| URL | https://arxiv.org/abs/physics/0003078 |
| DOI | 10.1016/S0010-4655(00)00157-0 |
| Journal | Comput.Phys.Commun. 133 (2000) 1-5 |
Abstract
We describe a uniformly fast algorithm for generating points \vec{x} uniformly in a hypercube with the restriction that the difference between each pair of coordinates is bounded. We discuss the quality of the algorithm in the sense of its usage of pseudo-random source numbers, and present an interesting result on the correlation between the coordinates.
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"abstract": "We describe a uniformly fast algorithm for generating points \\vec{x}\nuniformly in a hypercube with the restriction that the difference between each\npair of coordinates is bounded. We discuss the quality of the algorithm in the\nsense of its usage of pseudo-random source numbers, and present an interesting\nresult on the correlation between the coordinates.",
"arxiv_id": "physics/0003078",
"authors": [
"A. van Hameren",
"R. Kleiss"
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"doi": "10.1016/S0010-4655(00)00157-0",
"journal_ref": "Comput.Phys.Commun. 133 (2000) 1-5",
"title": "A fast algorithm for generating a uniform distribution inside a high-dimensional polytope",
"url": "https://arxiv.org/abs/physics/0003078"
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