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Sobol.h

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00001 #pragma once
00002 #ifndef SOBOL_H
00003 #define SOBOL_H
00004 
00005 #include "./RandomGenerator.h"
00006 #include "../../common/types.h"
00007 #include <valarray>
00008 using namespace std;
00009 
00010 const Natural MAXBIT=30,MAXDIM=6;
00011 
00012 class Sobol :
00013         public RandomGenerator
00014 {
00015 public:
00017         Sobol(LongNatural Seed_=0);
00018         ~Sobol();
00019 
00020         void sobseq(Integer *n, Real x[]);
00021         
00023     LongNatural GetOneRandomInteger();
00024 
00026         Real getUniform();
00027 
00029     void SetSeed(LongNatural Seed);
00030 
00032     VeryLongNatural Max();
00034     LongNatural Min();
00035 
00036 private:
00037     LongNatural Seed;
00038         Integer n_;
00039         Real x_[MAXDIM+1];
00040 };
00041 
00042 #endif

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