QUASI-RANDOM NUMBER GENERATION APPARATUS AND METHOD, AND MULTIPLE INTEGRATION APPARATUS AND METHOD OF FUNCTION f

摘要

To generate a h-dimensional quasi-random number, a method includes the steps of (a) expanding individual coordinates values un<(i)> (1b notation (b is a prime equal to or greater than k), and sequentially storing the m components so generated in a first storage section; (b) calculating b notation expansion (nm, nm-1, ..., n1) of the number n and sequentially storing the calculation result in a second storage section; (c) sequentially scanning the second storage section from n1 and detecting the smallest j which establishes nj NOTEQUAL b-1; and (d) sequentially extracting the component of the jth sequence of the generation matrix T<(i)> of the ith coordinates (1ith coordinates value of the nth quasi-random number in response to the detection step (c), adding the component of the jth sequence of the generation matrix T<(i)> extracted in the same sequence and the component of the ith coordinates value of the nth quasi-random number by a modulus b, and sequentially storing the result of addition in a third storage section.