A fast algorithm for generating a uniform distribution inside a high-dimensional polytope

Details A fast algorithm for generating a uniform distribution inside a high-dimensional polytope A fast algorithm for generating a uniform distribution inside a high-dimensional polytope

2000-03-27

arxiv.org/abs/physics/0003078v3

Comput.Phys.Commun. 133 (2000) 1-5

Physics

Computational Physics

7 pages, cpu-time table added to illustrate efficiency

Scientific paper

10.1016/S0010-4655(00)00157-0

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.

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