A fast algorithm for generating a uniform distribution inside a high-dimensional polytope
计算物理
2009-11-06 v3 高能物理 - 唯象学
摘要
We describe a uniformly fast algorithm for generating points \vec{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 interesting result on the correlation between the coordinates.
引用
@article{arxiv.physics/0003078,
title = {A fast algorithm for generating a uniform distribution inside a high-dimensional polytope},
author = {A. van Hameren and R. Kleiss},
journal= {arXiv preprint arXiv:physics/0003078},
year = {2009}
}
备注
7 pages, cpu-time table added to illustrate efficiency