LatticeRsg Class Reference

#include <ql/math/randomnumbers/latticersg.hpp>

Collaboration diagram for LatticeRsg:

Public Types
typedef Sample< std::vector< Real > >	sample_type

Public Member Functions
	LatticeRsg (Size dimensionality, std::vector< Real > z, Size N)
void	skipTo (unsigned long n)
const LatticeRsg::sample_type &	nextSequence ()
Size	dimension () const
const sample_type &	lastSequence () const

Private Attributes
Size	dimensionality_
Size	N_
Size	i_ = 0
std::vector< Real >	z_
sample_type	sequence_

Detailed Description

Definition at line 33 of file latticersg.hpp.

Member Typedef Documentation

sample_type

typedef Sample<std::vector<Real> > sample_type

Definition at line 36 of file latticersg.hpp.

Constructor & Destructor Documentation

LatticeRsg()

LatticeRsg	(	Size	dimensionality,
		std::vector< Real >	z,
		Size	N
	)

Definition at line 28 of file latticersg.cpp.

Member Function Documentation

skipTo()

void skipTo

(

unsigned long

n

)

skip to the n-th sample in the low-discrepancy sequence

Definition at line 32 of file latticersg.cpp.

nextSequence()

const LatticeRsg::sample_type & nextSequence

(

)

Definition at line 37 of file latticersg.cpp.

dimension()

Size dimension

(

)

const

Definition at line 41 of file latticersg.hpp.

lastSequence()

const sample_type & lastSequence

(

)

const

Definition at line 42 of file latticersg.hpp.

Member Data Documentation

dimensionality_

Size dimensionality_

private

Definition at line 45 of file latticersg.hpp.

N_

Size N_

private

Definition at line 46 of file latticersg.hpp.

i_

Size i_ = 0

private

Definition at line 47 of file latticersg.hpp.

z_

std::vector<Real> z_

private

Definition at line 48 of file latticersg.hpp.

sequence_

sample_type sequence_

private

Definition at line 50 of file latticersg.hpp.