montecarlo

package

v0.0.0-...-ec9fd1c Latest Latest Go to latest Published: Dec 14, 2012 License: GPL-3.0 Imports: 0 Imported by: 0

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Repository

bitbucket.org/zombiezen/goray

Documentation ¶

Overview ¶

Package montecarlo provides numerical algorithms helpful for performing Monte Carlo approximations.

Index ¶

func VanDerCorput(bits, r uint32) float64
type Halton
- func NewHalton(base uint) (h *Halton)

Constants ¶

This section is empty.

Variables ¶

This section is empty.

Functions ¶

func VanDerCorput ¶

func VanDerCorput(bits, r uint32) float64

VanDerCorput returns the next number in the van der Corput sequence.

This function can also be used to generate Sobol sequences and Larcher & Pillichshammer sequences. The particular algorithm used is described in "Efficient Multidimensional Sampling" by Alexander Keller.

Types ¶

type Halton ¶

type Halton struct {
	// contains filtered or unexported fields
}

Halton is a fast, incremental Halton sequence generator.

func NewHalton ¶

func NewHalton(base uint) (h *Halton)

NewHalton creates a new Halton sequence generator.

func (*Halton) Float64 ¶

func (hal *Halton) Float64() float64

Float64 returns the next number in the sequence with 64 bits of precision.

func (*Halton) Reset ¶

func (h *Halton) Reset()

Reset starts the generator over without changing the base.

func (*Halton) SetBase ¶

func (h *Halton) SetBase(base uint)

SetBase changes the Halton generator's base number. This will reset the generator.

func (*Halton) SetStart ¶

func (h *Halton) SetStart(i uint)

SetStart changes the generator to start with the given index in the sequence.

Source Files ¶

View all Source files

montecarlo.go

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