发明授权
- 专利标题: Quasi-random number generation apparatus and method, and multiple integration apparatus and method of function f
- 专利标题(中): 准随机数生成装置及方法,多功能集成装置及方法f
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申请号: US860336申请日: 1997-09-25
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公开(公告)号: US5872725A公开(公告)日: 1999-02-16
- 发明人: Syoiti Ninomiya , Shu Tezuka
- 申请人: Syoiti Ninomiya , Shu Tezuka
- 申请人地址: NY Armonk
- 专利权人: International Business Machines Corporation
- 当前专利权人: International Business Machines Corporation
- 当前专利权人地址: NY Armonk
- 优先权: JPX6-301112 19941205; JPX7/54143 19950314
- 主分类号: G06F7/58
- IPC分类号: G06F7/58 ; G06F1/02
摘要:
A method of generating a low-discrepancy sequence at high speed including the steps of: (a) expanding an i-th coordinate value u.sup.(1) (1.ltoreq.i.ltoreq.k) of an n-th element (U.sub.n (1), . . . , U.sub.n (k)) of the low-discrepancy sequence in radix b, and storing m components generated by the expansion of each said coordinate value in sequence into a first storage, wherein the n is an integer equal to or more than 1 and the b is a prime number equal to or more than k; (b) expanding the number n in radix b, and storing the generated expansion (n.sub.m,.sup.(1), n.sub.m-1, . . . , n.sub.1) in sequence into a second storage; (c) scanning the second storage in sequence, and detecting a minimum order j, wherein n is not equal to b-1; (d) in response to the step (c), reading out j-th row components of a generator matrix T.sup.(1) for the i-th coordinate (1.ltoreq.i.ltoreq.k) of the low-discrepancy sequence, stored in advance, and the components generated by the expansion of said i-th coordinate value of the n-th element of the low-discrepancy sequence in sequence, and adding said j-th row components and the components generated by the expansion of the i-th coordinate value of th n-th element of the low-discrepancy sequence in modulo b, both read out in the same order, and storing the result of the addition in sequence into third storage.
公开/授权文献
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