A fast algorithm for generating a uniform distribution inside a high-dimensional polytope

A fast algorithm for generating a uniform distribution inside a high-dimensional polytope

We describe a uniformly fast algorithm for generating points x → uniformly in a hypercube with the restriction that the difference between each pair of coordinates is bounded. We discuss the quality of the algorithm in the sense of its usage of pseudo-random source numbers, and present an interestin...

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Veröffentlicht in:Computer physics communications 2000-12, Vol.133 (1), p.1-5
Hauptverfasser: van Hameren, André, Kleiss, Ronald
Format: Artikel
Sprache:eng
Schlagworte:
Computational techniques
Exact sciences and technology
Mathematical methods in physics
Physics
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Zusammenfassung:We describe a uniformly fast algorithm for generating points x → uniformly in a hypercube with the restriction that the difference between each pair of coordinates is bounded. We discuss the quality of the algorithm in the sense of its usage of pseudo-random source numbers, and present an interesting result on the correlation between the coordinates.
ISSN:0010-4655
1879-2944
DOI:10.1016/S0010-4655(00)00157-0