sobolrsg.cpp

有很多的函数库

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        };

    }

    const int SobolRsg::bits_ = 8*sizeof(unsigned long);
    // 1/(2^bits_) (written as (1/2)/(2^(bits_-1)) to avoid long overflow)
    const double SobolRsg::normalizationFactor_ =
        0.5/(1UL<<(SobolRsg::bits_-1));

    SobolRsg::SobolRsg(Size dimensionality,
                       unsigned long seed,
                       DirectionIntegers directionIntegers)
    : dimensionality_(dimensionality), sequenceCounter_(0), firstDraw_(true),
      sequence_(std::vector<Real> (dimensionality), 1.0),
      integerSequence_(dimensionality, 0),
      directionIntegers_(dimensionality,std::vector<unsigned long>(bits_)) {

        QL_REQUIRE(dimensionality>0, 
                   "dimensionality must be greater than 0");
        QL_REQUIRE(dimensionality<=PPMT_MAX_DIM,
                   "dimensionality " << dimensionality
                   << " exceeds the number of available "
                   << "primitive polynomials modulo two ("
                   << PPMT_MAX_DIM << ")");

        // initializes coefficient array of the k-th primitive polynomial
        // and degree of the k-th primitive polynomial
        std::vector<unsigned int> degree(dimensionality_);
        std::vector<long> ppmt(dimensionality_);
        // degree 0 is not used
        ppmt[0]=0;
        degree[0]=0;
        Size k, index;
        unsigned int currentDegree;
        for (k=1,index=0,currentDegree=1; k<dimensionality_; k++,index++){
            ppmt[k] = PrimitivePolynomials[currentDegree-1][index];
            if (ppmt[k]==-1) {
                ++currentDegree;
                index=0;
                ppmt[k] = PrimitivePolynomials[currentDegree-1][index];
            }
            degree[k] = currentDegree;
        }

        // initializes bits_ direction integers for each dimension
        // and store them into directionIntegers_[dimensionality_][bits_]
        //
        // In each dimension k with its associated primitive polynomial,
        // the first degree_[k] direction integers can be chosen freely
        // provided that only the l leftmost bits can be non-zero, and
        // that the l-th leftmost bit must be set

        // degenerate (no free direction integers) first dimension
        int j;