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<title>RandomizedLDS< LDS, PRS > Class Template Reference</title>
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<p>Randomized (random shift) low-discrepancy sequence.
<a href="class_quant_lib_1_1_randomized_l_d_s.html#details">More...</a></p>
<p><code>#include <ql/math/randomnumbers/randomizedlds.hpp></code></p>
<p><a href="class_quant_lib_1_1_randomized_l_d_s-members.html">List of all members.</a></p>
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Public Types</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af3b59a3dd56521693efc68c221a2bf38"></a><!-- doxytag: member="QuantLib::RandomizedLDS::sample_type" ref="af3b59a3dd56521693efc68c221a2bf38" args="" -->
typedef <a class="el" href="struct_quant_lib_1_1_sample.html">Sample</a>< std::vector<br class="typebreak"/>
< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > > </td><td class="memItemRight" valign="bottom"><b>sample_type</b></td></tr>
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Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab9c8b1032e33e44aab7d913df6b30a2a"></a><!-- doxytag: member="QuantLib::RandomizedLDS::RandomizedLDS" ref="ab9c8b1032e33e44aab7d913df6b30a2a" args="(const LDS &ldsg, const PRS &prsg)" -->
 </td><td class="memItemRight" valign="bottom"><b>RandomizedLDS</b> (const LDS &ldsg, const PRS &prsg)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="afd982aebe39f5fb3b1d5b556c3909859"></a><!-- doxytag: member="QuantLib::RandomizedLDS::RandomizedLDS" ref="afd982aebe39f5fb3b1d5b556c3909859" args="(const LDS &ldsg)" -->
 </td><td class="memItemRight" valign="bottom"><b>RandomizedLDS</b> (const LDS &ldsg)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad5cd3bf450cb608c0a9c7c516a5d5009"></a><!-- doxytag: member="QuantLib::RandomizedLDS::RandomizedLDS" ref="ad5cd3bf450cb608c0a9c7c516a5d5009" args="(Size dimensionality, BigNatural ldsSeed=0, BigNatural prsSeed=0)" -->
 </td><td class="memItemRight" valign="bottom"><b>RandomizedLDS</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> dimensionality, BigNatural ldsSeed=0, BigNatural prsSeed=0)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a2ea25ac8138d4099afda3642057335ff"></a><!-- doxytag: member="QuantLib::RandomizedLDS::nextSequence" ref="a2ea25ac8138d4099afda3642057335ff" args="() const " -->
const <a class="el" href="struct_quant_lib_1_1_sample.html">sample_type</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_randomized_l_d_s.html#a2ea25ac8138d4099afda3642057335ff">nextSequence</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">returns next sample using a given randomizing vector <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a8d216498c4107b3bca19b47a929407fc"></a><!-- doxytag: member="QuantLib::RandomizedLDS::lastSequence" ref="a8d216498c4107b3bca19b47a929407fc" args="() const " -->
const <a class="el" href="struct_quant_lib_1_1_sample.html">sample_type</a> & </td><td class="memItemRight" valign="bottom"><b>lastSequence</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_randomized_l_d_s.html#aa917583553cf612af05e8b75e7e161dc">nextRandomizer</a> ()</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad089a89a18aa50ad2c64712cf5fb5e3d"></a><!-- doxytag: member="QuantLib::RandomizedLDS::dimension" ref="ad089a89a18aa50ad2c64712cf5fb5e3d" args="() const " -->
<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>dimension</b> () const </td></tr>
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<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><h3>template<class LDS, class PRS = RandomSequenceGenerator<MersenneTwisterUniformRng>><br/>
class QuantLib::RandomizedLDS< LDS, PRS ></h3>
<p>Randomized (random shift) low-discrepancy sequence. </p>
<p>Random-shifts a uniform low-discrepancy sequence of dimension <img class="formulaInl" alt="$ N $" src="form_32.png"/> by adding (modulo 1 for each coordinate) a pseudo-random uniform deviate in <img class="formulaInl" alt="$ (0, 1)^N. $" src="form_238.png"/> It is used for implementing Randomized Quasi Monte Carlo.</p>
<p>The uniform low discrepancy sequence is supplied by LDS; the uniform pseudo-random sequence is supplied by PRS.</p>
<p>Both class LDS and PRS must implement the following interface: </p>
<div class="fragment"><pre class="fragment"> LDS::sample_type <a class="code" href="class_quant_lib_1_1_randomized_l_d_s.html#a2ea25ac8138d4099afda3642057335ff" title="returns next sample using a given randomizing vector">LDS::nextSequence</a>() <span class="keyword">const</span>;
<a class="code" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77" title="size of a container">Size</a> LDS::dimension() <span class="keyword">const</span>;
</pre></div><dl class="pre"><dt><b>Precondition:</b></dt><dd>LDS and PRS must have the same dimension <img class="formulaInl" alt="$ N $" src="form_32.png"/></dd></dl>
<dl class="caveats"><dt><b><a class="el" href="caveats.html#_caveats000071">Warning:</a></b></dt><dd>Inverting LDS and PRS is possible, but it doesn't make sense.</dd></dl>
<dl class="todo"><dt><b><a class="el" href="todo.html#_todo000035">Possible enhancements:</a></b></dt><dd>implement the other randomization algorithms</dd></dl>
<dl class="test"><dt><b><a class="el" href="test.html#_test000055">Tests:</a></b></dt><dd>correct initialization is tested. </dd></dl>
</div><hr/><h2>Member Function Documentation</h2>
<a class="anchor" id="aa917583553cf612af05e8b75e7e161dc"></a><!-- doxytag: member="QuantLib::RandomizedLDS::nextRandomizer" ref="aa917583553cf612af05e8b75e7e161dc" args="()" -->
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<td class="memname">void <a class="el" href="class_quant_lib_1_1_randomized_l_d_s.html#aa917583553cf612af05e8b75e7e161dc">nextRandomizer</a> </td>
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<td class="paramname"></td><td>)</td>
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<p>update the randomizing vector and re-initialize the low discrepancy generator </p>
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