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<li class="navelem"><a class="el" href="namespace_quant_lib.html">QuantLib</a></li><li class="navelem"><a class="el" href="class_quant_lib_1_1_randomized_l_d_s.html">RandomizedLDS</a></li> </ul>
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<div class="title">RandomizedLDS< LDS, PRS > Class Template Reference</div> </div>
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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>
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Public Types</h2></td></tr>
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typedef <a class="el" href="struct_quant_lib_1_1_sample.html">Sample</a>< std::vector< <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>
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 </td><td class="memItemRight" valign="bottom"><b>RandomizedLDS</b> (const LDS &ldsg, const PRS &prsg)</td></tr>
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 </td><td class="memItemRight" valign="bottom"><b>RandomizedLDS</b> (const LDS &ldsg)</td></tr>
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 </td><td class="memItemRight" valign="bottom"><b>RandomizedLDS</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> dimensionality, <a class="el" href="namespace_quant_lib.html#ae3df3f13e67885465f4e359b3bffa4e6">BigNatural</a> ldsSeed=0, <a class="el" href="namespace_quant_lib.html#ae3df3f13e67885465f4e359b3bffa4e6">BigNatural</a> prsSeed=0)</td></tr>
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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#a890f26d1be6d71ebf20d7b1386223b13">nextSequence</a> () const</td></tr>
<tr class="memdesc:a890f26d1be6d71ebf20d7b1386223b13"><td class="mdescLeft"> </td><td class="mdescRight">returns next sample using a given randomizing vector <br /></td></tr>
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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>
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<tr class="memitem:aa917583553cf612af05e8b75e7e161dc"><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>
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<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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<a name="details" id="details"></a><h2 class="groupheader">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 \( N \) by adding (modulo 1 for each coordinate) a pseudo-random uniform deviate in \( (0, 1)^N. \) 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"><div class="line">LDS::sample_type LDS::nextSequence() <span class="keyword">const</span>;</div>
<div class="line"><a class="code" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77" title="size of a container">Size</a> LDS::dimension() <span class="keyword">const</span>;</div>
</div><!-- fragment --><dl class="section pre"><dt>Precondition</dt><dd>LDS and PRS must have the same dimension \( N \)</dd></dl>
<dl class="caveats"><dt><b><a class="el" href="caveats.html#_caveats000104">Warning:</a></b></dt><dd>Inverting LDS and PRS is possible, but it doesn't make sense.</dd></dl>
<dl class="test"><dt><b><a class="el" href="test.html#_test000063">Tests:</a></b></dt><dd>correct initialization is tested. </dd></dl>
</div><h2 class="groupheader">Member Function Documentation</h2>
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<h2 class="memtitle"><span class="permalink"><a href="#aa917583553cf612af05e8b75e7e161dc">◆ </a></span>nextRandomizer()</h2>
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<td class="memname">void nextRandomizer </td>
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<p>update the randomizing vector and re-initialize the low discrepancy generator </p>
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