Title: Quasi-Random Sequences: GSL::QRng class

1 Class Methods

GSL::QRng.new(T, d)

GSL::QRng.alloc(T, d)

This returns a GSL::QRng object, a quasi-random sequence generator of type T and dimension d.

2 Methods

GSL::QRng::init()

This reinitializes the generator to its starting point.

GSL::QRng::get(x)

This calculate the next point x from the sequence generator. Here x is an instance of the GSL::Vector class. The space available for x must match the dimension of the generator. The point x will lie in the range 0 < x_i < 1 for each x_i.

This is used as

q = GSL::QRng.new(QRng::SOBOL, dim)
v = GSL::Vector.new(dim)
for i in 0..1024 do
  q.get(v)
  printf("%.5f %.5f\n", v[0], v[1])
end

GSL::QRng::get()

This is used as

q = GSL::QRng.new(QRng::SOBOL, dim)
for i in 0..1024 do
  v = q.get()
  printf("%.5f %.5f\n", v[0], v[1])
end

GSL::QRng::name()

GSL::QRng::size()

GSL::QRng::clone()