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java.lang.Objectq1471341.mp1074.integration.lattice.Optimizer
This class optimizes generator vectors for lattice rules. Only generator vectors of Korobov form are tested for optimality.
Constructor Summary | |
Optimizer()
Constructs a default Optimizer. |
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Optimizer(int alpha)
Constructs an Optimizer with specified value for alpha .
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Optimizer(int nCopy,
int alpha)
Constructs an Optimizer with specified value for nCopy> and |
Method Summary | |
int[] |
findOptimalZ(int s,
int m)
This method finds the appropriate generator vector z
to minimize P_alpha(Qf)
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int |
getAlpha()
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int |
getNCopy()
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void |
setAlpha(int alpha)
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void |
setNCopy(int copy)
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Methods inherited from class java.lang.Object |
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
Constructor Detail |
public Optimizer()
nCopy=1
and alpha=2
public Optimizer(int alpha)
alpha
.
nCopy=1
public Optimizer(int nCopy, int alpha)
nCopy> and alpha
.
An instance of the lattice rule 'Method of good lattice points' is created
for internal use in the optimization.
Method Detail |
public int[] findOptimalZ(int s, int m)
z
to minimize P_alpha(Qf)m
,
and a single generator vector z
is chosen. The integrand is
assumed to be periodic of period 1 in each argument, and is evaluated at
each of the points x_i(1:s) = i * z(1:s) / m, for i = 0 to m-1.
The integral is then approximated by the average of these values.
Assuming that s and m are known, and that the integrand is not
known beforehand, the accuracy of the method depends entirely
on the choice of z. One method of choosing z is to search for
the z among all candidates which minimizes a particular quantity
P_alpha(Qf).
Here only the vectors z of the form (1, L, L^2, ..., L^(S-1)),
for L = 1 to M/2 are checked.
s
- the spatial dimension.m
- the number of points to be used.
public int getAlpha()
public void setAlpha(int alpha)
alpha
- The alpha to set.public int getNCopy()
public void setNCopy(int copy)
copy
- The nCopy to set.
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