From 34f073125f5c458c5c76128344f1745779f631a0 Mon Sep 17 00:00:00 2001 From: Bertrand Date: Sat, 13 Feb 2016 21:47:14 +0000 Subject: début de randomised quasi Monte Carlo MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- Makefile | 3 +++ rqmc.cpp | 14 ++++++++++++++ 2 files changed, 17 insertions(+) create mode 100644 rqmc.cpp diff --git a/Makefile b/Makefile index 425d8bd..6b87c38 100644 --- a/Makefile +++ b/Makefile @@ -14,5 +14,8 @@ main.o: stratified_sampling.o test: test.o mt19937.o $(CXX) $^ -o $@ +rqmc: rqmc.o + $(CXX) $^ -o $@ $(GSL_FLAGS) + clean: -$(RM) -f *.o test stratified_sampling main diff --git a/rqmc.cpp b/rqmc.cpp new file mode 100644 index 0000000..40fd8ad --- /dev/null +++ b/rqmc.cpp @@ -0,0 +1,14 @@ +#include "low_discrepancy.hpp" +#include + +int main() { + sobol s(3); + std::vector q; + std::vector a; + q = s(); + a = s(); + for(int i=0; i<3; i++){ + std::cout<