nxsgeneratorrows

金融资产定价,随机过程,MONTE CARLO 模拟 JAVA 程序和文档资料

Row encodings of the generator matrices in dimensions 4-20 for
Niderreiter Xing sequences.



// generator matrices C(j) for each coordinate j in all dimensions
// dim=4...20 encoded row by row, download from the NX sequences site
// processed into a java array of matrices.
    
/** gMR.................generator matrix rows.
 *  gMR[j][k] is the kth <i>row</i> of the generator matrix C(j)
 *  encoded as a decimal integer n by viewing the the sequence
 *  of zeros and ones in the row r_k=row_k(C(j)) as the digits of n
 *  in base 2 with the <i>most</i> significant digit being the first
 *  component of the row vector r_k.
 *  This is the download from the NX sequences site.
 */

public static final int[][][] gMR={
 
{
    
// row encoded 4 dimensional generator matrices

/*C(0)*/
{982024320,536870912,1027883072,268435456,513941536,134217728,256970768,
67108864,128485384,33554432,64242692,16777216,32121346,8388608,16060673,
4194304,8030336,2097152,4015168,1048576,2007584,524288,1003792,262144,
501896,131072,250948,65536,125474,32768},

/*C(1)*/
{890306817,706871810,1046873606,680003592,134094366,518794284,447507564,
142639232,985003508,610986728,893304504,581478560,189187800,333241584,
329030896,8421376,904193297,717802018,1054400102,673196168,121186302,
506601196,439769772,134776960,978303668,613311592,898315576,571122336,
193809240,319804400},

/*C(2)*/
{753991424,144747008,817941504,545294336,123770368,977331200,201375744,
134250496,641686528,69888000,1070346240,713564160,253106176,904138752,
12582912,8388608,744230911,141036202,808455372,538970248,132642454,985310436,
214745280,143163520,647586652,82723432,1060371504,706914336,261688856,
890369040},

/*C(3)*/
{319750399,571080874,1007419596,671613064,301334678,514064612,213909696,
142606464,90439516,105032296,66898992,44599328,17733144,32826384,12632064,
8421376,5463055,6449162,3944460,2629640,1173494,2013860,838848,559232,353948,
410856,261936,174624,69528,128272}

}, // end dimension 4
 
// row encoded 5 dimensional generator matrices
 
{

/*C(0)*/
{936807843,468403921,828984403,356582721,595421402,297710701,648208792,
527539158,263769579,470128177,172395292,86197646,192816965,105493743,
52746871,112025243,35045196,17522598,38715510,32079951,16039975,31293608,
11436052,5718026,12329167,6467624,3233812,7083215,2317878,1158939},

/*C(1)*/
{189424280,960093815,536870912,691658359,345829179,172914589,142740098,
71370049,35685024,45744832,22872416,11436208,8421384,4210692,2105346,
2691301,1345650,672825,559752,279876,139938,178360,89180,44590,32768,
16384,8192,10553,5276,2638},

/*C(2)*/
{378848561,757697122,594201266,168969361,957154112,186898679,393620873,
642667409,900036949,815822848,930586077,399959500,148592212,804995055,
651141544,447900379,983427706,201460354,246707548,606769380,829226943,
607693803,872469364,288913566,393224777,755278824,590387622,186144468,
959712835,189907697},

/*C(3)*/
{686339538,1027381875,213116256,554325474,200129167,153587669,177289635,
431207461,1054283608,406761944,315351808,155168968,577870202,802378588,
446674946,753819964,361512087,277004059,34461209,249231638,738561728,
376489647,181133977,393332398,676050087,1006672852,231152336,567934834,
169205014,144990292},

/*C(4)*/
{627373762,875882387,710212082,1041558963,283353473,315523601,258432656,
98890848,601641341,852033833,147134524,706550037,817216966,660987536,
936040432,584028852,155262085,66212886,528536171,306157518,961418166,
692786855,393225133,1060844555,607693495,889246273,730652526,1071156015,
293079512,333204864}
 
},
 
// row encoded 6 dimensional generator matrices
 
{
/*C(0)*/
{606480775,465803779,181587458,568432641,871533762,290784517,90793729,
536870912,615257700,516719748,592784257,268435456,962944305,954326085,
559569344,94739461,568852125,453491749,279784672,134217728,438382924,
183798805,99814005,67108864,11863203,262703112,137055032,33554432,176704595,
131351556},

/*C(1)*/
{853996292,526861827,728436739,11570176,325294091,493386514,782564896,
605115473,170921120,551607552,425266499,933836653,384112693,525740423,
1010005209,196499649,915852042,541723895,923324257,608453636,710752575,
55412690,1023321049,392372758,775661454,139030565,1016207989,991651735,
435488018,85197121},

/*C(2)*/
{699255567,511050258,191574051,558978113,439001226,1004174746,138036802,
821882480,828971145,554762513,41095779,398529653,271830963,703243775,
663834619,579951279,54389364,721959544,301998112,603996224,866216640,
1028990854,652422655,1043378552,705154807,719738807,846089353,9681424,
700527139,98879553},

/*C(3)*/
{281303814,985894407,950700034,85005313,860600331,371193886,1056048168,
59563588,734736515,614763796,922903331,626957236,670320823,928085694,
511862620,1063432009,773068452,352314605,480397148,71319552,364298516,
948946717,1004560439,61684053,917725859,313931751,1014484092,6707055,
741982243,548460804},

/*C(4)*/
{640002308,1046696450,576271878,426455041,912785406,891996329,39800934,
78835236,9150916,105674258,299118841,825150637,122507264,93169063,
164308668,427645603,1024535069,846396261,747694451,423456867,736365516,
429426358,580263466,922096900,414940055,932227189,1062437416,201658913,
820188420,1072646548},

/*C(5)*/
{169454328,999738199,908931378,682273312,499382810,710890364,810766637,
646637595,486301003,377255267,262577752,247127853,231815664,26982614,
3437264,24227907,34545098,17521923,56762569,54526153,3331460,7447619,
3793274,4311084,4633376,322319,700549,353514,930320,954426}

},
 
// row encoded 7 dimensional generator matrices
 
{

/*C(0)*/
{606480775,465803779,181587458,568432641,871533762,290784517,90793729,
536870912,615257700,516719748,592784257,268435456,962944305,954326085,
559569344,94739461,568852125,453491749,279784672,134217728,438382924,
183798805,99814005,67108864,11863203,262703112,137055032,33554432,
176704595,131351556},

/*C(1)*/
{853996292,526861827,728436739,11570176,325294091,493386514,782564896,
605115473,170921120,551607552,425266499,933836653,384112693,525740423,
1010005209,196499649,915852042,541723895,923324257,608453636,710752575,
55412690,1023321049,392372758,775661454,139030565,1016207989,991651735,
435488018,85197121},

/*C(2)*/
{699255567,511050258,191574051,558978113,439001226,1004174746,138036802,
821882480,828971145,554762513,41095779,398529653,271830963,703243775,
663834619,579951279,54389364,721959544,301998112,603996224,866216640,
1028990854,652422655,1043378552,705154807,719738807,846089353,9681424,
700527139,98879553},

/*C(3)*/
{281303814,985894407,950700034,85005313,860600331,371193886,1056048168,
 59563588,734736515,614763796,922903331,626957236,670320823,928085694,
 511862620,1063432009,773068452,352314605,480397148,71319552,364298516,
 948946717,1004560439,61684053,917725859,313931751,1014484092,6707055,
 741982243,548460804},

/*C(4)*/
{640002308,1046696450,576271878,426455041,912785406,891996329,39800934,
78835236,9150916,105674258,299118841,825150637,122507264,93169063,
164308668,427645603,1024535069,846396261,747694451,423456867,736365516,
429426358,580263466,922096900,414940055,932227189,1062437416,201658913,
820188420,1072646548},

/*C(5)*/
{169454328,999738199,908931378,682273312,499382810,710890364,810766637,
 646637595,486301003,377255267,262577752,247127853,231815664,26982614,
 3437264,24227907,34545098,17521923,56762569,54526153,3331460,7447619,
 3793274,4311084,4633376,322319,700549,353514,930320,954426},

/*C(6)*/
{388460551,931657735,421192443,621105157,1037106001,669513735,647982689,
67387396,221483079,513879041,350950732,105063427,929604210,805699590,
290999399,537133060,753493059,341801984,259503533,290668550,453613872,
438666243,1068517918,568630272,1019013139,1024809985,239569137,1052841990,
367304536,100663302}
 
},
 
 
// row encoded 8 dimensional generator matrices
 
{
/*C(0)*/
{971165186,508331020,732674767,1046873606,87632649,918850564,203264367,
559219973,483398024,1020005388,406998203,813695112,396379340,536870912,
195423833,25709644,901129312,268435456,39206696,1050812448,450564656,
134217728,646272410,525406224,225282328,67108864,757378251,262703112,
112641164,33554432},

/*C(1)*/
{386036107,312339215,707937815,43697717,967607410,570951840,484762168,
771247179,943823356,695597499,468984043,516686852,322278341,242177886,
986861169,398251091,283855535,164576526,697032771,880616056,798901250,
493511676,1065294580,143130632,508870870,322823590,728708934,214657483,
1001687952,691120683},

/*C(2)*/
{731609491,619933475,112872027,945702653,208699895,384599718,1032831408,
505693482,685312077,35212225,740868458,537397376,74445050,246491299,
450793213,692604740,857703665,851904404,396914158,822478136,925665122,
289259643,345391241,8388616,723813487,609897559,114017584,941232093,
210567856,377228463},

/*C(3)*/
{403431811,806863623,544899611,551191097,1031342207,888046758,25494524,
 924942566,700979533,474591531,770139276,374080644,617990995,793401641,
 986842673,550719552,324394601,1043405112,472893038,530334688,806545654,
 900193647,1069820069,142608392,82061105,74650251,184121264,187751457,
 147170845,51907337},

/*C(4)*/
{599612282,744088995,896805021,233032466,205913572,1045309068,926717027,
256109464,20067032,805127486,251664498,545259520,427529290,977131340,
52090010,855955499,752626937,1045572096,302263456,767751821,837744084,
737998121,1025014392,910459908,145474983,1041363978,504172586,232612596,
712421995,782115630},

/*C(5)*/
{649735037,278383021,469385363,397086490,537295335,679520898,129309802,
 889794450,344282194,1017227189,501838591,516197388,676419649,195482432,
 42046614,749820973,412209920,688554157,181370167,945770665,372476172,
 281343112,291909000,1045203972,531692812,1068918520,607143639,679295073,
 830151498,53677572},

/*C(6)*/
{852307082,644957963,500220665,133106526,339376740,518270092,605778238,
329885136,232120047,325946539,593330004,536873096,272495248,538599187,
897129537,959045204,667190,139207123,323571381,658897106,536468757,
390033626,625726741,910461956,189848208,144186599,918437726,130754967,
535474913,70659206},

/*C(7)*/
{477210486,114380203,703905949,623871774,393638376,35695240,591360090,
 325659536,730726691,517012203,110572048,680036488,508120792,986513555,
 623281929,496378704,1002367817,460715509,1002469322,397683064,350220086,
 1018491818,778980373,910984204,369842672,810128731,167405666,339609997,
 276968643,641303465}

},
 
 
// row encoded 9 dimensional generator matrices
 
{

/*C(0)*/
{601100350,67680573,1003196763,53112190,492752882,781048748,1069541657,
224897837,26974858,517275145,451634153,30468723,313436293,752607609,187954075,
724531163,999249265,40633782,478349820,293281792,216175174,144616791,33199907,
130589174,80853660,13346823,44263879,57650027,26225812,21324732},

/*C(1)*/
{687408335,1030296690,175105697,700504437,756791551,4206536,49860717,833303642,
713701768,216343475,632636211,347953333,907692016,71399327,824918801,830143602,
449297368,970005117,1018642708,577263874,751927066,258968587,123507468,
478028610,203228312,177582754,155992224,54811421,19937300,113152282},

/*C(2)*/
{921329673,649217276,727081678,547133168,767606725,631686577,710872245,
866003693,37583364,635204116,204885920,478116368,164232231,199943409,
615983887,989479985,711448216,841924349,271236280,833057230,25760385,
389611716,580794291,44232556,920750979,962104500,185550548,730922590,
1054857325,836052499},

/*C(3)*/