A Fast algorithm for generating a uniform distribution inside a high dimensional polytope

Mar, 2000
6 pages
Published in:
  • Comput.Phys.Commun. 133 (2000) 1-5
e-Print:

Citations per year

20002006201220182024210
Abstract:
We describe a uniformly fast algorithm for generating points \vec{x} uniformly in a hypercube with the restriction that the difference between each pair of coordinates is bounded. We discuss the quality of the algorithm in the sense of its usage of pseudo-random source numbers, and present an interesting result on the correlation between the coordinates.