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

doi:10.1016/S0010-4655(00)00157-0

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

2000-12-01

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DOI：10.1016/S0010-4655(00)00157-0

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We describe a uniformly fast algorithm for generating points (x) over bar 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. (C) 2000 Elsevier Science B.V. All rights reserved.

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

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