template class xf::fintech::SobolRsg¶

#include "sobol_rsg.hpp"

Overview¶

SobolRsg is a multi-dimensional sobol sequence generator.

Parameters:

DIM	sobol sequence dimension, maximum is 128

template <int DIM>
class SobolRsg

void initialization ()

sobol parameter initialization

void next (ap_ufixed <W, 0> seqOut [DIM])

each call of next() generates sobol sequence numbers in DIM dimensions, one number per dimension

Parameters:

seqOut

sobol results in DIM dimensions