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Generating random points in a polytope

 

作者: Paul A. Rubin,  

 

期刊: Communications in Statistics - Simulation and Computation  (Taylor Available online 1984)
卷期: Volume 13, issue 3  

页码: 375-396

 

ISSN:0361-0918

 

年代: 1984

 

DOI:10.1080/03610918408812382

 

出版商: Marcel Dekker, Inc.

 

关键词: uniform variates;polytopes;Monte Carlo simulation

 

数据来源: Taylor

 

摘要:

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.

 

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