HaltonSequence Class

Represents a Halton Sequence.

For a list of all members of this type, see HaltonSequence Members.

System.Object
   RandomSequence
      HaltonSequence

Remarks

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 GeneralVector that contains the current point. Depending on the value of the ReturnNewInstance property, a new GeneralVector instance is created for each point, or the new elements are copied into an existing instance.

Requirements

Namespace: Extreme.Statistics.Random

Assembly: Extreme.Statistics (in Extreme.Statistics.dll)

See Also

HaltonSequence Members | Extreme.Statistics.Random Namespace | FaureSequence