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
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Sprache:eng
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Computational techniques
Exact sciences and technology
Mathematical methods in physics
Physics
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creator van Hameren, André
Kleiss, Ronald
description 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.
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subjects Computational techniques
Exact sciences and technology
Mathematical methods in physics
Physics
title A fast algorithm for generating a uniform distribution inside a high-dimensional polytope
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