d5/d67/primitivepolynomials_8hpp_source.html

/* -*- mode: c; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */


/* this file is a slightly edited version of

 * PrimitivePolynomialsModuloTwoUpToDegree27.h

 * © 2002 "Monte Carlo Methods in Finance"

 * as provided ready for compilation in the directory

 * "PrimitivePolynomialsModuloTwo" on the CD accompanying the book

 * "Monte Carlo Methods in Finance" by Peter Jäckel.

 *

 * ===========================================================================

 * NOTE: The following copyright notice applies to the original code,

 *

 * Copyright (C) 2002 Peter Jäckel "Monte Carlo Methods in Finance".

 * All rights reserved.

 *

 * Permission to use, copy, modify, and distribute this software is freely

 * granted, provided that this notice is preserved.

 * ===========================================================================

 */

#ifndef primitivepolynomials_hpp

#define primitivepolynomials_hpp


/* This file is provided for the use with Sobol' sequences of higher

 * dimensions. The dimensionality of the Sobol' sequence can be extended to

 * virtually any size you ever might need by the aid of the table of

 * primitive polynomials modulo two.

 * It is up to you to define a macro PPMT_MAX_DIM to a positive integer

 * less than or equal to 8129334. If you don't define it, it will be set

 * below to N_PRIMITIVES_UP_TO_DEGREE_18 which is 21200. That's how many

 * primitive polynomials are provided by the standard primitivepolynomial.c

 * distributed with QuantLib and that will be compiled into a static array.

 * Should you need more, get the original version of primitivepolynomial.c

 * as provided ready for compilation in the directory

 * "PrimitivePolynomialsModuloTwo" on the CD accompanying the book

 * "Monte Carlo Methods in Finance" by Peter Jäckel.

 * The file provides polynomials up to degree 27

 * for a grand total of 8129334 dimensions.

 * Since 8129334 longs compile into an object file of at least 32517336 byte

 * size (in fact, gcc -c -O0 PrimitivePolynomialsModuloTwoUpToDegree27.c

 * produced a file PrimitivePolynomialsModuloTwoUpToDegree27.o with 32519920

 * bytes), it is recommended to only compile as many as you may ever need.

 * Worse even than the output file size is the virtual memory requirement

 * for the compilation. For Visual C++ 6 you will need to use the /Zm compiler

 * option to set the compiler's memory allocation limit (/Zm1500 should work)

 * So really only take the maximum of what you think you might ever need.

 * After all, you can always recompile with more, should you need it.

 */


/*  PPMT : Primitive Polynomials Modulo Two

 *

 *

 * The encoding is as follows:

 *

 * The coefficients of each primitive polynomial are the bits of the given

 * integer. The leading and trailing coefficients, which are 1 for all of the

 * polynomials, have been omitted.

 *

 * Example: The polynomial

 *

 *      4    2

 *     x  + x  + 1

 *

 * is encoded as  2  in the array of polynomials of degree 4 because the

 * binary sequence of coefficients

 *

 *   10101

 *

 * becomes

 *

 *    0101

 *

 * after stripping off the top bit, and this is converted to

 *

 *     010

 *

 * by right-shifting and losing the rightmost bit. Similarly, we have

 *

 *   5    4    2

 *  x  + x  + x  + x + 1

 *

 * encoded as  13  [ (1)1101(1) ]  in the array for degree 5.

 */


/* Example: replace primitivepolynomials.cpp provided by QuantLib standard

 * distribution with the 8129334 polinomials version and

 * comment out the line below if you want absolutely all of the

 * provided primitive polynomials modulo two.

 *

 * #define PPMT_MAX_DIM 8129334

 *

 * Note that PPMT_MAX_DIM will be redefined to be the nearest equal or larger

 * number of polynomials up to one of the predefined macros

 * N_PRIMITIVES_UP_TO_DEGREE_XX

 * below.

 */


#define N_PRIMITIVES_UP_TO_DEGREE_01         1

#define N_PRIMITIVES_UP_TO_DEGREE_02         2

#define N_PRIMITIVES_UP_TO_DEGREE_03         4

#define N_PRIMITIVES_UP_TO_DEGREE_04         6

#define N_PRIMITIVES_UP_TO_DEGREE_05        12

#define N_PRIMITIVES_UP_TO_DEGREE_06        18

#define N_PRIMITIVES_UP_TO_DEGREE_07        36

#define N_PRIMITIVES_UP_TO_DEGREE_08        52

#define N_PRIMITIVES_UP_TO_DEGREE_09       100

#define N_PRIMITIVES_UP_TO_DEGREE_10       160

#define N_PRIMITIVES_UP_TO_DEGREE_11       336

#define N_PRIMITIVES_UP_TO_DEGREE_12       480

#define N_PRIMITIVES_UP_TO_DEGREE_13      1110

#define N_PRIMITIVES_UP_TO_DEGREE_14      1866

#define N_PRIMITIVES_UP_TO_DEGREE_15      3666

#define N_PRIMITIVES_UP_TO_DEGREE_16      5714

#define N_PRIMITIVES_UP_TO_DEGREE_17     13424

#define N_PRIMITIVES_UP_TO_DEGREE_18     21200

#define N_PRIMITIVES_UP_TO_DEGREE_19     48794

#define N_PRIMITIVES_UP_TO_DEGREE_20     72794

#define N_PRIMITIVES_UP_TO_DEGREE_21    157466

#define N_PRIMITIVES_UP_TO_DEGREE_22    277498

#define N_PRIMITIVES_UP_TO_DEGREE_23    634458

#define N_PRIMITIVES_UP_TO_DEGREE_24    910938

#define N_PRIMITIVES_UP_TO_DEGREE_25   2206938

#define N_PRIMITIVES_UP_TO_DEGREE_26   3926838

#define N_PRIMITIVES_UP_TO_DEGREE_27   8129334


#define N_PRIMITIVES N_PRIMITIVES_UP_TO_DEGREE_27


#ifndef  PPMT_MAX_DIM

# define PPMT_MAX_DIM N_PRIMITIVES_UP_TO_DEGREE_18

#endif


#if      PPMT_MAX_DIM > N_PRIMITIVES

# error  PPMT_MAX_DIM cannot be greater than N_PRIMITIVES

#elif    PPMT_MAX_DIM <= N_PRIMITIVES_UP_TO_DEGREE_01

# undef  PPMT_MAX_DIM

# define PPMT_MAX_DIM N_PRIMITIVES_UP_TO_DEGREE_01

# define N_MAX_DEGREE 01

#elif    PPMT_MAX_DIM <= N_PRIMITIVES_UP_TO_DEGREE_02

# undef  PPMT_MAX_DIM

# define PPMT_MAX_DIM N_PRIMITIVES_UP_TO_DEGREE_02

# define N_MAX_DEGREE 02

#elif    PPMT_MAX_DIM <= N_PRIMITIVES_UP_TO_DEGREE_03

# undef  PPMT_MAX_DIM

# define PPMT_MAX_DIM N_PRIMITIVES_UP_TO_DEGREE_03

# define N_MAX_DEGREE 03

#elif    PPMT_MAX_DIM <= N_PRIMITIVES_UP_TO_DEGREE_04

# undef  PPMT_MAX_DIM

# define PPMT_MAX_DIM N_PRIMITIVES_UP_TO_DEGREE_04

# define N_MAX_DEGREE 04

#elif    PPMT_MAX_DIM <= N_PRIMITIVES_UP_TO_DEGREE_05

# undef  PPMT_MAX_DIM

# define PPMT_MAX_DIM N_PRIMITIVES_UP_TO_DEGREE_05

# define N_MAX_DEGREE 05

#elif    PPMT_MAX_DIM <= N_PRIMITIVES_UP_TO_DEGREE_06

# undef  PPMT_MAX_DIM

# define PPMT_MAX_DIM N_PRIMITIVES_UP_TO_DEGREE_06

# define N_MAX_DEGREE 06

#elif    PPMT_MAX_DIM <= N_PRIMITIVES_UP_TO_DEGREE_07

# undef  PPMT_MAX_DIM

# define PPMT_MAX_DIM N_PRIMITIVES_UP_TO_DEGREE_07

# define N_MAX_DEGREE 07

#elif    PPMT_MAX_DIM <= N_PRIMITIVES_UP_TO_DEGREE_08

# undef  PPMT_MAX_DIM

# define PPMT_MAX_DIM N_PRIMITIVES_UP_TO_DEGREE_08

# define N_MAX_DEGREE 08

#elif    PPMT_MAX_DIM <= N_PRIMITIVES_UP_TO_DEGREE_09

# undef  PPMT_MAX_DIM

# define PPMT_MAX_DIM N_PRIMITIVES_UP_TO_DEGREE_09

# define N_MAX_DEGREE 09

#elif    PPMT_MAX_DIM <= N_PRIMITIVES_UP_TO_DEGREE_10

# undef  PPMT_MAX_DIM

# define PPMT_MAX_DIM N_PRIMITIVES_UP_TO_DEGREE_10

# define N_MAX_DEGREE 10

#elif    PPMT_MAX_DIM <= N_PRIMITIVES_UP_TO_DEGREE_11

# undef  PPMT_MAX_DIM

# define PPMT_MAX_DIM N_PRIMITIVES_UP_TO_DEGREE_11

# define N_MAX_DEGREE 11

#elif    PPMT_MAX_DIM <= N_PRIMITIVES_UP_TO_DEGREE_12

# undef  PPMT_MAX_DIM

# define PPMT_MAX_DIM N_PRIMITIVES_UP_TO_DEGREE_12

# define N_MAX_DEGREE 12

#elif    PPMT_MAX_DIM <= N_PRIMITIVES_UP_TO_DEGREE_13

# undef  PPMT_MAX_DIM

# define PPMT_MAX_DIM N_PRIMITIVES_UP_TO_DEGREE_13

# define N_MAX_DEGREE 13

#elif    PPMT_MAX_DIM <= N_PRIMITIVES_UP_TO_DEGREE_14

# undef  PPMT_MAX_DIM

# define PPMT_MAX_DIM N_PRIMITIVES_UP_TO_DEGREE_14

# define N_MAX_DEGREE 14

#elif    PPMT_MAX_DIM <= N_PRIMITIVES_UP_TO_DEGREE_15

# undef  PPMT_MAX_DIM

# define PPMT_MAX_DIM N_PRIMITIVES_UP_TO_DEGREE_15

# define N_MAX_DEGREE 15

#elif    PPMT_MAX_DIM <= N_PRIMITIVES_UP_TO_DEGREE_16

# undef  PPMT_MAX_DIM

# define PPMT_MAX_DIM N_PRIMITIVES_UP_TO_DEGREE_16

# define N_MAX_DEGREE 16

#elif    PPMT_MAX_DIM <= N_PRIMITIVES_UP_TO_DEGREE_17

# undef  PPMT_MAX_DIM

# define PPMT_MAX_DIM N_PRIMITIVES_UP_TO_DEGREE_17

# define N_MAX_DEGREE 17

#elif    PPMT_MAX_DIM <= N_PRIMITIVES_UP_TO_DEGREE_18

# undef  PPMT_MAX_DIM

# define PPMT_MAX_DIM N_PRIMITIVES_UP_TO_DEGREE_18

# define N_MAX_DEGREE 18

#elif    PPMT_MAX_DIM <= N_PRIMITIVES_UP_TO_DEGREE_19

# undef  PPMT_MAX_DIM

# define PPMT_MAX_DIM N_PRIMITIVES_UP_TO_DEGREE_19

# define N_MAX_DEGREE 19

#elif    PPMT_MAX_DIM <= N_PRIMITIVES_UP_TO_DEGREE_20

# undef  PPMT_MAX_DIM

# define PPMT_MAX_DIM N_PRIMITIVES_UP_TO_DEGREE_20

# define N_MAX_DEGREE 20

#elif    PPMT_MAX_DIM <= N_PRIMITIVES_UP_TO_DEGREE_21

# undef  PPMT_MAX_DIM

# define PPMT_MAX_DIM N_PRIMITIVES_UP_TO_DEGREE_21

# define N_MAX_DEGREE 21

#elif    PPMT_MAX_DIM <= N_PRIMITIVES_UP_TO_DEGREE_22

# undef  PPMT_MAX_DIM

# define PPMT_MAX_DIM N_PRIMITIVES_UP_TO_DEGREE_22

# define N_MAX_DEGREE 22

#elif    PPMT_MAX_DIM <= N_PRIMITIVES_UP_TO_DEGREE_23

# undef  PPMT_MAX_DIM

# define PPMT_MAX_DIM N_PRIMITIVES_UP_TO_DEGREE_23

# define N_MAX_DEGREE 23

#elif    PPMT_MAX_DIM <= N_PRIMITIVES_UP_TO_DEGREE_24

# undef  PPMT_MAX_DIM

# define PPMT_MAX_DIM N_PRIMITIVES_UP_TO_DEGREE_24

# define N_MAX_DEGREE 24

#elif    PPMT_MAX_DIM <= N_PRIMITIVES_UP_TO_DEGREE_25

# undef  PPMT_MAX_DIM

# define PPMT_MAX_DIM N_PRIMITIVES_UP_TO_DEGREE_25

# define N_MAX_DEGREE 25

#elif    PPMT_MAX_DIM <= N_PRIMITIVES_UP_TO_DEGREE_26

# undef  PPMT_MAX_DIM

# define PPMT_MAX_DIM N_PRIMITIVES_UP_TO_DEGREE_26

# define N_MAX_DEGREE 26

#else

# undef  PPMT_MAX_DIM

# define PPMT_MAX_DIM N_PRIMITIVES_UP_TO_DEGREE_27

# define N_MAX_DEGREE 27

#endif


/* Microsoft Visual C++ 6.0 */

#if defined(_MSC_VER)

    /* disable useless warning C4049

       compiler limit : terminating line number emission

       No line number support is available for file with more

       than 64K source lines. */

    #pragma warning(disable: 4049)

#endif


extern


#ifdef __cplusplus


"C"


#endif


const long *const PrimitivePolynomials[N_MAX_DEGREE];


#endif