
[//000000001]: # (math::quasirandom \- Tcl Math Library)
[//000000002]: # (Generated from file 'quasirandom\.man' by tcllib/doctools with format 'markdown')
[//000000003]: # (math::quasirandom\(n\) 1 tcllib "Tcl Math Library")

<hr> [ <a href="../../../../toc.md">Main Table Of Contents</a> &#124; <a
href="../../../toc.md">Table Of Contents</a> &#124; <a
href="../../../../index.md">Keyword Index</a> &#124; <a
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href="../../../../toc1.md">Modules</a> &#124; <a
href="../../../../toc2.md">Applications</a> ] <hr>

# NAME

math::quasirandom \- Quasi\-random points for integration and Monte Carlo type
methods

# <a name='toc'></a>Table Of Contents

  - [Table Of Contents](#toc)

  - [Synopsis](#synopsis)

  - [Description](#section1)

  - [COMMANDS](#section2)

  - [TODO](#section3)

  - [References](#section4)

  - [Keywords](#keywords)

  - [Category](#category)

# <a name='synopsis'></a>SYNOPSIS

package require Tcl 8\.5  
package require TclOO  
package require math::quasirandom 1  

[__::math::quasirandom::qrpoint create__ *NAME* *DIM* ?ARGS?](#1)  
[__gen next__](#2)  
[__gen set\-start__ *index*](#3)  
[__gen set\-evaluations__ *number*](#4)  
[__gen integral__ *func* *minmax* *args*](#5)  

# <a name='description'></a>DESCRIPTION

In many applications pseudo\-random numbers and pseudo\-random points in a
\(limited\) sample space play an important role\. For instance in any type of Monte
Carlo simulation\. Pseudo\-random numbers, however, may be too random and as a
consequence a large number of data points is required to reduce the error or
fluctuation in the results to the desired value\.

Quasi\-random numbers can be used as an alternative: instead of "completely"
arbitrary points, points are generated that are diverse enough to cover the
entire sample space in a more or less uniform way\. As a consequence convergence
to the limit can be much faster, when such quasi\-random numbers are well\-chosen\.

The package defines a *[class](\.\./\.\./\.\./\.\./index\.md\#class)* "qrpoint" that
creates a command to generate quasi\-random points in 1, 2 or more dimensions\.
The command can either generate separate points, so that they can be used in a
user\-defined algorithm or use these points to calculate integrals of functions
defined over 1, 2 or more dimensions\. It also holds several other common
algorithms\. \(NOTE: these are not implemented yet\)

One particular characteristic of the generators is that there are no tuning
parameters involved, which makes the use particularly simple\.

# <a name='section2'></a>COMMANDS

A quasi\-random point generator is created using the *qrpoint* class:

  - <a name='1'></a>__::math::quasirandom::qrpoint create__ *NAME* *DIM* ?ARGS?

    This command takes the following arguments:

      * string *NAME*

        The name of the command to be created \(alternatively: the *new*
        subcommand will generate a unique name\)

      * integer/string *DIM*

        The number of dimensions or one of: "circle", "disk", "sphere" or "ball"

      * strings *ARGS*

        Zero or more key\-value pairs\. The supported options are:

          + *\-start index*: The index for the next point to be generated
            \(default: 1\)

          + *\-evaluations number*: The number of evaluations to be used by
            default \(default: 100\)

The points that are returned lie in the hyperblock \[0,1\[^n \(n the number of
dimensions\) or on the unit circle, within the unit disk, on the unit sphere or
within the unit ball\.

Each generator supports the following subcommands:

  - <a name='2'></a>__gen next__

    Return the coordinates of the next quasi\-random point

  - <a name='3'></a>__gen set\-start__ *index*

    Reset the index for the next quasi\-random point\. This is useful to control
    which list of points is returned\. Returns the new or the current value, if
    no value is given\.

  - <a name='4'></a>__gen set\-evaluations__ *number*

    Reset the default number of evaluations in compound algorithms\. Note that
    the actual number is the smallest 4\-fold larger or equal to the given
    number\. \(The 4\-fold plays a role in the detailed integration routine\.\)

  - <a name='5'></a>__gen integral__ *func* *minmax* *args*

    Calculate the integral of the given function over the block \(or the circle,
    sphere etc\.\)

      * string *func*

        The name of the function to be integrated

      * list *minmax*

        List of pairs of minimum and maximum coordinates\. This can be used to
        map the quasi\-random coordinates to the desired hyper\-block\.

        If the space is a circle, disk etc\. then this argument should be a
        single value, the radius\. The circle, disk, etc\. is centred at the
        origin\. If this is not what is required, then a coordinate
        transformation should be made within the function\.

      * strings *args*

        Zero or more key\-value pairs\. The following options are supported:

          + *\-evaluations number*: The number of evaluations to be used\. If
            not specified use the default of the generator object\.

# <a name='section3'></a>TODO

Implement other algorithms and variants

Implement more unit tests\.

Comparison to pseudo\-random numbers for integration\.

# <a name='section4'></a>References

Various algorithms exist for generating quasi\-random numbers\. The generators
created in this package are based on:
[http://extremelearning\.com\.au/unreasonable\-effectiveness\-of\-quasirandom\-sequences/](http://extremelearning\.com\.au/unreasonable\-effectiveness\-of\-quasirandom\-sequences/)

# <a name='keywords'></a>KEYWORDS

[mathematics](\.\./\.\./\.\./\.\./index\.md\#mathematics),
[quasi\-random](\.\./\.\./\.\./\.\./index\.md\#quasi\_random)

# <a name='category'></a>CATEGORY

Mathematics
