Represents a Halton Sequence.
SystemObject Extreme.Statistics.RandomRandomSequence Extreme.Statistics.RandomHaltonSequence
Extreme.Numerics.Net40 (in Extreme.Numerics.Net40.dll) Version: 6.0.16073.0 (6.0.16073.0)
public sealed class HaltonSequence : RandomSequence
Public NotInheritable Class HaltonSequence
public ref class HaltonSequence sealed : public RandomSequence
type HaltonSequence =
The HaltonSequence type exposes the following members.
Use the HaltonSequence class to represent a Halton sequence.
A Halton sequence is one kind of quasi-random sequence.
Quasi-random sequences, also called low discrepancy sequences, are sequences of vectors
that progressively cover a multi-dimensional space with points that are uniformly distributed.
A Halton sequence in n dimensions actually consists of
n separate sequences of numbers.
Every sequence is generated from a different prime number.
It has been used successfully for numerical integration in multiple dimensions.
A Halton sequence works very well for low-dimensional spaces.
For higher-dimensional spaces (20 or more dimensions)
the initial elements can be very poorly distributed over the space.
Moreover, some correlation patterns have been observed for larger dimensions
involving larger prime numbers, making the Halton sequence relatively unsuitable for higher dimensions.
HaltonSequence inherits from RandomSequence
and implements IEnumerable.
This means instances can be used in for...each loops. The Current property returns
a DenseVector that contains the current point.
Depending on the value of the ReturnNewInstance
property, a new DenseVector instance is created for each point,
or the new elements are copied into an existing instance.
Supported in: 5.x, 4.x