Abstract:An algorithm is presented for generating pseudorandom variates distributed uniformly over an arbitrary convex polytope in a Euclidean space of arbitrary dimension. Many commonly used methods for gener...An algorithm is presented for generating pseudorandom variates distributed uniformly over an arbitrary convex polytope in a Euclidean space of arbitrary dimension. Many commonly used methods for generating uniform variates require that the polytope be expressed as the solution set of a system of linear inequalities; the algorithm presented here requires instead that the polytope be presented in terms of a finite generating set, typically the set of its vertices. Included in the algorithm are procedures for identifying all faces of the polytope and for decomposing the polytope into simplices.Read More
Publication Year: 1984
Publication Date: 1984-01-01
Language: en
Type: article
Indexed In: ['crossref']
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Cited By Count: 23
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