q1471341.mp1074.integration.lattice
Class GoodLatticePointsRule

java.lang.Object
  q1471341.mp1074.integration.lattice.LatticeRule
      q1471341.mp1074.integration.lattice.GoodLatticePointsRule

public class GoodLatticePointsRule

extends LatticeRule

Implements the lattice rule 'Method of good lattice points'.

Author:

Ulrich Telle

Constructor Summary

GoodLatticePointsRule()
Constructs an instance of a lattice rule 'Method of good lattice points'.

GoodLatticePointsRule(Periodizer periodizer)
Constructs an instance of a lattice rule 'Method of good lattice points'.

Method Summary

double

evaluate(int s, int m, int[] z, Integrand f) Performs evaluation of the lattice rule.

Methods inherited from class q1471341.mp1074.integration.lattice.LatticeRule

getEstimatedError, getNCopy, getNumberOfIntegrandEvaluations, getPeriodizer, getUseErrorEstimation, setPeriodizer, setUseErrorEstimation

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

GoodLatticePointsRule

public GoodLatticePointsRule()

Constructs an instance of a lattice rule 'Method of good lattice points'.

GoodLatticePointsRule

public GoodLatticePointsRule(Periodizer periodizer)

Constructs an instance of a lattice rule 'Method of good lattice points'.

Parameters:

periodizer - Periodizer to use for integrand function transformation

Method Detail

evaluate

public double evaluate(int s,
                       int m,
                       int[] z,
                       Integrand f)

Performs evaluation of the lattice rule. Because this is a standard lattice rule, it is really only suited for functions which are periodic, of period 1, in all dimensions. For a suitable integrand f, and a given value of m (the number of lattice points), the performance of the routine is affected by the choice of the generator vector z.

Specified by:

evaluate in class LatticeRule

Parameters:

s - the dimension of the integrand domain

m - the order of the lattice rule

z - the lattice rule generator vector. Typically, the elements of z satisfy 1 <= z_i < m, and are relatively prime to m. This is easy to guarantee if m is itself a prime number.

f - the user-supplied integrand function

Returns:

the estimated integral of f over the unit hypercube. Note: Error estimation is performed by randomization if requested.