nxsgeneratorcolumns

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

Generator matrices C(j), j<dim in dimensions dim=4-20 for
Niderreiter Xing sequences. The matrix columns are encoded as decimal 
integers. The bits in each column are regarded as binary digits of the encoding
integer with the most significant digit being the top digit in each column
("bottom up encoding"). This encoding is taylored to the use of the gray code 
counter in the digital generation of the NX sequence and the bottom up order of
the bits is important.

After encoding each matrix C(j) becomes an integer array.
This encoding was generated from the NX-sequence site download by decoding the
row encoded downloadable matrices and reencoding them as above.

public static final int[][][] gMC={

// DIMENSION dim=4,  generator matrices column encodings:

{
/* C(0) */
{939524096,771751936,729808896,182452224,582483968,145620992,
573276160,143319040,35829760,8957440,539110272,134777568,
33694392,8423598,538976811,134744202,33686050,8421512,
2105378,526344,131586,32896,536879136,134219784,
33554946,8388736,2097184,524296,131074,32768},
/* C(1) */
{1010580540,698984873,501358050,723004184,463969191,571187723,
132511770,185808928,465315712,573148032,127769215,195797171,
437911997,538968619,8386661,11745427,29107772,36276649,
127770082,195799832,437918631,538976779,8357861,11766547,
29203389,36413995,127535002,195038112,436214272,536879104},
/* C(2) */
{757935405,151587081,835596750,582689467,53347118,34275851,
1007535090,722055824,842080028,539109675,3944946,2826896,
3277596,2097707,1069548493,699400889,823919405,573243913,
1009925134,723528459,838873650,536879136,16320,10672,
12572,8747,15410,11040,12800,8192},
/* C(3) */
{469762048,721420288,230686720,162529280,823918592,573243392,
63815680,45723648,53287936,34155264,1007553984,722143664,
842150172,538976811,4178893,2732729,3219245,2238729,
3944910,2826939,3277614,2097675,1069548530,699400848,
823919388,573243947,1009925170,723528480,838873600,536879104}

},

// DIMENSION dim=5,  generator matrices column encodings:

{

{713031680,1028653056,276430848,620052480,854321152,1063687424,
832587680,1045106516,468108990,593634153,455302564,588966884,
831404242,508908875,570011537,447011402,58925105,22147102,
711520267,1027043335,274395139,619589633,853889316,526625828,
556899090,450414731,61695349,22003374,711319143,1026803237},

{469762048,301989888,897581056,37748736,556793856,872939520,
43384832,558432256,339001344,370679808,924604416,51127296,
563352320,340279424,371599712,922817680,587236172,352338306,
377498053,390075586,934283841,55051268,565463810,341337217,
372011844,923021702,587340231,352404675,377528897,390090756},

{444180378,582771426,386103319,820878768,768469037,464323199,
540534784,147816993,431574890,613378415,440641348,585935378,
231724032,321626113,957130649,762735301,11922288,24841932,
431584074,613353990,440628151,585993112,231593821,321875383,
956409753,761948869,9300848,19861196,419525450,636044067},

{874725940,276345168,1005962939,404842328,44797378,390406220,
719975565,573261292,995508545,418874694,907865252,322234891,
226350248,200248046,996057078,201936327,719123621,922205246,
327333406,761281382,321461212,767251478,664019960,1027015197,
482492772,825457823,37181888,54617459,914535782,331364768},

{1010287484,387092183,210512716,885098740,230022349,551664607,
58382349,737801095,851645666,472257767,20236143,1039091209,
58775360,44000576,1061407804,1021417497,1044512992,686817112,
210706479,885241161,830590908,506889871,1048831907,677547034,
209243052,497930786,3673294,3045292,1006772076,389294580}

},

// DIMENSION dim=6,  generator matrices column encodings:

{

{644587520,320281088,403904282,548421841,437785367,394981521,
506554803,530293121,648244152,185106849,11569178,557480225,
973123720,361462440,504459536,142843915,545798656,337900032,
1040972186,196311331,413671560,562725384,572041248,35752578,
2234536,139658,8728,556888961,973078562,898331042},

{685031084,856664270,430555838,298298601,984050532,453855559,
613834890,991631314,1068941538,74048175,151788468,813918083,
973205740,441353078,646982048,835775508,562397940,735494680,
129726984,352099622,830745068,555559847,2216356,5036425,
10885656,21140430,33858208,537335420,453587814,441440925},

{628217850,325454664,998314354,268731841,453835512,758493955,
558219927,493683099,988488409,366666052,736178184,809509177,
462094524,742319014,574824549,633529913,188824518,221007958,
560132781,96960952,818606902,554926544,52675512,80590561,
139458802,290959604,589418696,537223600,999014834,742375611},

{448749995,998890424,413198730,94371370,334225648,107954880,
955423729,849826956,143809279,92746299,191107394,559297372,
464313148,388043114,458511115,558604207,53072112,660938837,
995508297,349305116,810412340,538757973,2568240,4249692,
9384126,18320328,58841356,827833309,992673974,371872246},

{990132955,386692475,335605549,861087837,982651609,84928281,
6917107,513462859,927225443,147357176,230147361,580863685,
400855275,1050928175,593828120,332815393,779729968,513430758,
591690417,173375938,441512876,572594787,53330721,44572176,
63823260,35170609,51159688,719696755,445730208,84769844},

{499122176,447741952,925761536,176029696,962341888,302734336,
376373248,62016864,205310848,834126720,762654859,423141431,
399325739,730034628,911033337,334795476,777243070,197128747,
913256528,3945220,923566130,431370928,537112076,826011012,
764805349,994803843,602680533,293929560,443642261,284450072}

},

// DIMENSION dim=7,  generator matrices column encodings:

{

{644587520,320281088,403904282,548421841,437785367,394981521,
506554803,530293121,648244152,185106849,11569178,557480225,
973123720,361462440,504459536,142843915,545798656,337900032,
1040972186,196311331,413671560,562725384,572041248,35752578,
2234536,139658,8728,556888961,973078562,898331042},

{685031084,856664270,430555838,298298601,984050532,453855559,
613834890,991631314,1068941538,74048175,151788468,813918083,
973205740,441353078,646982048,835775508,562397940,735494680,
129726984,352099622,830745068,555559847,2216356,5036425,
10885656,21140430,33858208,537335420,453587814,441440925},

{628217850,325454664,998314354,268731841,453835512,758493955,
558219927,493683099,988488409,366666052,736178184,809509177,
462094524,742319014,574824549,633529913,188824518,221007958,
560132781,96960952,818606902,554926544,52675512,80590561,
139458802,290959604,589418696,537223600,999014834,742375611},

{448749995,998890424,413198730,94371370,334225648,107954880,
955423729,849826956,143809279,92746299,191107394,559297372,
464313148,388043114,458511115,558604207,53072112,660938837,
995508297,349305116,810412340,538757973,2568240,4249692,
9384126,18320328,58841356,827833309,992673974,371872246},

{990132955,386692475,335605549,861087837,982651609,84928281,
6917107,513462859,927225443,147357176,230147361,580863685,
400855275,1050928175,593828120,332815393,779729968,513430758,
591690417,173375938,441512876,572594787,53330721,44572176,
63823260,35170609,51159688,719696755,445730208,84769844},

{499122176,447741952,925761536,176029696,962341888,302734336,
376373248,62016864,205310848,834126720,762654859,423141431,
399325739,730034628,911033337,334795476,777243070,197128747,
913256528,3945220,923566130,431370928,537112076,826011012,
764805349,994803843,602680533,293929560,443642261,284450072},

{394486004,974886838,170929084,939407551,831916941,1059229394,
328736998,51297358,557459938,178298032,143307296,901863802,
967646216,901529372,455215978,1069593776,999700512,925375062,
328241918,10271058,176291970,34081282,134219784,178954250,
142772744,167903914,134744194,896126085,958899621,1068804408}

},

// DIMENSION dim=8,  generator matrices column encodings:

{

{760554632,893269568,1018726252,397550846,486706887,709025900,
691463814,897059424,771925038,48245314,445661732,365996202,
738733570,180388576,964722734,537575554,167816200,144706240,
723044396,895150218,771787264,48236704,137232522,142794760,
8924672,557792,448710830,500318210,747110536,180912136},

{191925899,850322866,184392687,549799844,1024443066,576347035,
382532166,16627116,182150555,475711155,390430684,312432314,
738311052,271793309,380782643,1020390196,815275293,540233864,
292597895,239456792,478389643,808653086,557457846,40619436,
129541521,246531490,821638469,472330680,978942525,1012590597},

{883717684,96518021,652853286,466291355,693221929,545287968,
966891722,388157465,457902881,1043440021,767486751,96647075,
1015198876,817049866,59417384,1020938648,805505024,537001984,
943048725,356580925,487641606,853040652,664254599,238742324,
399224619,780317982,208309733,119593013,994773809,1043440053},

{527160192,861192064,574201038,56565168,4568205,48833925,
95077866,255844538,189274428,503510557,792005641,294530466,
1024051984,853178650,1028795142,806055692,538444458,3240220,
35861445,17606958,478325819,817042729,567019160,48393984,
131186604,243438122,247019859,334236546,995232528,1043571127},

{966096851,159603416,391853503,534263005,567925083,754632580,
605300517,525481798,749929250,951300503,831759277,730950479,
90347043,911409212,381929330,911329204,459292567,581683098,
776501376,328445808,627119239,911278881,459320868,581640838,
848849327,746103428,695461275,185665125,882556987,411067682},

{592598110,477898738,153058420,620511864,746949233,214503603,
1035856176,135138758,748241599,948069951,742923334,312806868,
1040260755,351989255,286634848,439053624,592972212,44821798,
935742183,83151353,626597915,911288994,458790296,581632030,
848845844,746096664,881612722,840751721,266897418,974806028},

{814597320,726846282,153113138,530614223,894963566,209244070,
761266718,1027120870,391299851,447447865,651951006,624563529,
109126031,888852356,141706978,447434656,600454415,44812218,
658370173,830073561,506161194,348721804,695606583,241751322,
179316754,214663084,1035206920,128477917,884028701,405904022},

{212183505,575897462,674724232,907724773,335232225,249625608,
406679306,978524888,801158541,983070477,82256637,246020036,
111731374,885723697,756331345,445791144,601390858,43522354,
290858668,872585938,626715393,912326453,458692903,580025402,
842012457,751523504,529968469,738202308,884017946,405909655}

},

// DIMENSION dim=9,  generator matrices column encodings:

{

{696344576,177875968,198830848,332466784,765128780,786752711,
700394490,710743797,80402060,582321570,531330516,600994053,
250343324,166325309,469206004,127787017,350209407,959505056,
402000190,101740930,58507941,533330381,53139563,235760460,
927807685,1048967523,1039779877,893524859,774165468,417325468},

{912973312,273086528,1043348344,304024545,144844181,373870990,
620509713,1032943564,953994563,579754739,988202473,136063485,
174254401,979221296,243294609,210750988,191980114,384136855,
119830278,960709408,152810196,87797445,725033016,935489600,
513691672,375388711,601961381,646256774,844711761,782078212},

{1070658743,541351219,177168414,857506082,954298862,189990685,
928237287,714563635,825097568,486326679,620190618,234665099,
969800906,10921771,117651574,960455758,712481989,104218246,
49191030,395016413,243053293,50889952,533282744,507581774,
365648082,362117277,943766598,452105566,134382757,600036003},

{468149054,356323242,531691055,533479845,369430665,1050335897,
855633172,121777424,926972951,861803436,633315042,147299592,
44904118,716540604,848053812,161692489,18786120,175446231,
329890245,289816975,992443882,144833905,280706725,393983156,
1024471095,244194217,705811717,343438231,1010252774,369916015},

{47463531,688500491,156046897,840884700,909106686,269785563,
239678700,930221356,503006993,979373410,786124814,22097096,
585759744,310525712,75113259,233079227,876226168,352865085,
796223239,120697769,233031239,848080728,960129683,786952936,
709641922,119053788,66120245,256432093,854840906,1062655013},

{823931987,369032796,955029757,104856506,770334010,240341623,
205772931,911259079,915206596,930217353,690026418,625901845,
48782362,390178869,852575964,836019537,694715425,89906349,
150902223,5834217,11009007,485593977,400623134,1069427788,
691791464,405765657,1019838073,551252580,986644545,225903139},

{382091319,739313283,942124987,288243186,229802861,751574681,
41151136,730405574,502619122,149340930,382496547,383277427,
951451155,587583426,191540436,308805631,1064908987,81380314,
127274604,62709513,46705551,1032153411,829062413,747188657,
444648745,199504873,237992630,378356548,772791966,833105476},