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
Online-Zugang:	Volltext
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