发明名称 Quasi-random number generation apparatus and method, and multiple integration apparatus and method of function f
摘要 PCT No. PCT/JP95/02439 Sec. 371 Date Sep. 30, 1997 Sec. 102(e) Date Sep. 30, 1997 PCT Filed Nov. 28, 1995 PCT Pub. No. WO96/18144 PCT Pub. Date Jun. 13, 1996A method of generating a low-discrepancy sequence at high speed including the steps of: (a) expanding an i-th coordinate value u(1) (1</=i</=k) of an n-th element (Un(1), . . . , Un(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 (nm,(1), nm-1, . . . , n1) 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(1) for the i-th coordinate (1</=i</=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.
申请公布号 US5872725(A) 申请公布日期 1999.02.16
申请号 US19970860336 申请日期 1997.09.25
申请人 INTERNATIONAL BUSINESS MACHINES CORPORATION 发明人 NINOMIYA, SYOITI;TEZUKA, SHU
分类号 G06F7/58;(IPC1-7):G06F1/02 主分类号 G06F7/58
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