IAEA1260: LPTAU, Quasi Random Sequence Generator

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IAEA1260 LPTAU. (Abstract last modified 26-MAY-1993)

LPTAU, Quasi Random Sequence Generator

Abstract Table of Contents:

OPERATING SYSTEM

OTHER RESTRICTIONS

1. NAME OR DESIGNATION OF PROGRAM - LPTAU.

2. COMPUTER FOR WHICH PROGRAM IS DESIGNED AND OTHER MACHINE VERSION PACKAGES AVAILABLE -

To request or retrieve programs click on the one of the active versions below. A password and special authorization is required.

Explanation of the status codes.

Program-name Package-ID Status LPTAU IAEA1260/01 Obsolete LPTAU IAEA1260/02 Tested

Machines used: Package-ID Orig.Computer Test Computer IAEA1260/02 IBM PC DEC VAX 6000

3. DESCRIPTION OF PROGRAM OR FUNCTION - LPTAU generates quasi random sequences. These are uniformly distributed sets of L=M**N points in the N-dimensional unit cube: I**N=[0,1]x...x[0,1]. These sequences are used as nodes for multidimensional integration; as searching points in global optimization; as trial points in multicriteria decision making; as quasi-random points for quasi Monte Carlo algorithms.

4. METHOD OF SOLUTION - Uses LP-TAU sequence generation (see references).

5. RESTRICTIONS ON THE COMPLEXITY OF THE PROBLEM - The number of points that can be generated is L < 2**30. The dimension of the space cannot exceed 51.

6. TYPICAL RUNNING TIME -

7. UNUSUAL FEATURES OF THE PROGRAM - Unlike pseudo-random sequences, quasi-random sequences provide uniform distribution in spaces with dimensions higher than three.

8. RELATED AND AUXILIARY PROGRAMS -

9. STATUS
IAEA1260/01: 27-MAY-1993 Obsolete
IAEA1260/02: 26-MAY-1993 Tested at NEADB

10. REFERENCES  -
IAEA1260/02:
- I.M. Sobol', V.I. Turchaninov, Yu.L. Levitan, B.V. Shukhman:
  "Quasi-Random Sequence Generators"
  Keldysh Institute of Applied Mathematics,
  Russian Acamdey of Sciences, Moscow (1992).
- I.M. Sobol':
  Project "Global Sensitivity Estimates"
  Moscow (April 1993).
- I.M. Sobol':
  "On the Systematic Search in a Hypercube"
  Reprint from Siam J. Numer. Anal. Vol.16, No.5 (October 1979).

11. MACHINE REQUIREMENTS - Should run on most computer platforms. (The report contains also coding for C language.)

12. PROGRAMMING LANGUAGE(S) USED -
IAEA1260/02: FORTRAN+C

13. OPERATING SYSTEM UNDER WHICH PROGRAM IS EXECUTED - VMS; MS-DOS.

14. OTHER PROGRAMMING OR OPERATING INFORMATION OR RESTRICTIONS -

15. NAME AND ESTABLISHMENT OF AUTHORS -
          Prof. Ilya M. Sobol
          National Center for Mathematical Modelling
          Academy of Sciences the CIS
          Moscow 125047
          Miusskaya pl. 4A
          Russian Federation

16. MATERIAL AVAILABLE -
IAEA1260/02:
IAEA1260_02.001   Information File                                   63 records
IAEA1260_02.002   JCL for installation and run of sample prob.       13 records
IAEA1260_02.003   Main Program for Sample Problem            .        9 records
IAEA1260_02.004   LPTAU Quasi Random Number Generator        .      503 records
IAEA1260_02.005   LPTAU Quasi R.N.G. (PC version) (FORTRAN)  .      448 records
IAEA1260_02.006   LPTAU Quasi R.N.G. (PC version) (C)        .      425 records
IAEA1260_02.007   Sample Problem Output (unit 09)            .     1024 records

17. CATEGORIES -

- P. General Mathematical and Computing System Routines

Keywords: RANDOM NUMBER GENERATORS

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