Computer Programs

IAEA1260 LPTAU.

IAEA1260 LPTAU.

LPTAU, Quasi Random Sequence Generator

NAME OR DESIGNATION OF PROGRAM, COMPUTER, DESCRIPTION OF PROGRAM OR FUNCTION, METHOD OF SOLUTION, RESTRICTIONS ON THE COMPLEXITY OF THE PROBLEM, TYPICAL RUNNING TIME, UNUSUAL FEATURES OF THE PROGRAM, RELATED AND AUXILIARY PROGRAMS, STATUS, REFERENCES, MACHINE REQUIREMENTS, LANGUAGE, OPERATING SYSTEM UNDER WHICH PROGRAM IS EXECUTED, OTHER PROGRAMMING OR OPERATING INFORMATION OR RESTRICTIONS, NAME AND ESTABLISHMENT OF AUTHORS, MATERIAL, CATEGORIES

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1. NAME OR DESIGNATION OF PROGRAM: LPTAU.

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2. COMPUTERS

To submit a request, click below on the link of the version you wish to order. Rules for end-users are available here.

Program name	Package id	Status	Status date
LPTAU	IAEA1260/02	Tested	26-MAY-1993

Machines used:

Package ID	Orig. computer	Test computer
IAEA1260/02	IBM PC	DEC VAX 6000

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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.

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

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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.

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6. TYPICAL RUNNING TIME:

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7. UNUSUAL FEATURES OF THE PROGRAM

Unlike pseudo-random sequences, quasi-random sequences provide uniform distribution in spaces with dimensions higher than three.

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8. RELATED AND AUXILIARY PROGRAMS:

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9. STATUS

Package ID	Status date	Status
IAEA1260/02	26-MAY-1993	Tested at NEADB

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10. REFERENCES:

IAEA1260/02, included references:

- 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).

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11. MACHINE REQUIREMENTS

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

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12. PROGRAMMING LANGUAGE(S) USED

Package ID	Computer language
IAEA1260/02	FORTRAN+C

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

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14. OTHER PROGRAMMING OR OPERATING INFORMATION OR RESTRICTIONS:

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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

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16. MATERIAL AVAILABLE

IAEA1260/02

File name	File description	Records
IAEA1260_02.001	Information File	63
IAEA1260_02.002	JCL for installation and run of sample prob.	13
IAEA1260_02.003	Main Program for Sample Problem .	9
IAEA1260_02.004	LPTAU Quasi Random Number Generator .	503
IAEA1260_02.005	LPTAU Quasi R.N.G. (PC version) (FORTRAN) .	448
IAEA1260_02.006	LPTAU Quasi R.N.G. (PC version) (C) .	425
IAEA1260_02.007	Sample Problem Output (unit 09) .	1024

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17. CATEGORIES

P. General Mathematical and Computing System Routines

Keywords: random number generators.