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The most successful constructions of low-discrepancy sequences are based on
-nets and
-sequences. Let
and
be integers. In the sequel,
will typically be a prime or prime power.
A
-net in base
is point set in
consisting of
points, such that every
-ary box
of volume
contains
points. A
-sequence in base
is sequence
of points in
sucht that for all integers
and
, the point set
is a
-net in base
. The number
is the quality parameter. Smaller values of
yield more uniform nets and sequences because
-ary boxes of smaller volume still contain points.
The general construction principle of
-nets and
-sequences in a base
works in a commutative ring with unity and finite order
. However, the most efficient construction are based on finite fields of
prime or prime power oder. We refer to the monograph of H. Niederreiter.
A one-dimensional sequence
is constructed via a suitable transformation
of the sequence index which shows that the Niederreiter sequence is
just a generalization of the ordinary Van der Corput sequence:
.
The transformation
is obtained from
-adic expansion of integers and a linear transformation
of the sequence space
:
The key of this construction is the specification of the transformation matrix
which is obtained from a linear recurring sequence with characteristic
polynomial a power of some irreducible polynomial over
and suitable initial values. In practice, the sequence is constructed
only for indices
such that the expansion in base
requires
number of digits. In this case, it is sufficient to know the
transformation matrix
on the first
dimensions of the sequence space
represented as a
-dimensional squared matrix over
and
.
For higher dimensional sequences, different pairwise irreducible polynomials are used for every dimension.
The explicit construction of
-sequences work best in finite fields
of prime power order
. The crucial part is to find suitable field elements
. The following result is due to N88,
Theorem 1.
Let
be a prime power. Select a monic irreducible polynomial
with
and polynomials
which satisfy
and
. Define
via the expansion
,
where
depending on the degree of
. For all
with
,
and all
define the transformation matrix
through
. Equation (1) then becomes
.
Note that
for fixed
and
big enough because
for
. Moreover, the defining equation (2) implies
. For explicit calculation it is therefore sufficient to consider the
case
.
The
-dimensional case is covered by choosing pairwise coprime (monic)
polynomials
. This defines a
-sequence in base
with quality parameter
.
Expansion as in (3) lead to linear recurring sequences. A sequence
of field elements is called a k-th order linear recurring sequence
if it satisfies a linear recursion formula
.
A linear recurring sequence is fully determined by the elements
and the
number of initial values
. The polynomial
is called the charactersitic polynomial of the recurring
sequence.
To an arbitrary sequence of field elements
we associate its generating function
.
Given a monic polynomial
and a sequence
, this sequence is a linear recurring sequence if and only
if
for some polynomal
with
. The initial values of the recurring sequence are fully determined by
the polynomials
and
.
The generating polynomial in
:
![[Graphics:../Images/QRDemonstration_gr_198.gif]](../Images/QRDemonstration_gr_198.gif)
The first 10 elements of the linear recurring sequence with initial values
:
![[Graphics:../Images/QRDemonstration_gr_201.gif]](../Images/QRDemonstration_gr_201.gif)
The first 10 elements of the impulse response sequence (initial values
):
![[Graphics:../Images/QRDemonstration_gr_204.gif]](../Images/QRDemonstration_gr_204.gif)
An admissible choice for the polynomials
is
. In this case equation (4) simplifies to
,
To calculate
for all
we use the fact that equation (5) defines a linear recurring sequence.
The initial values are obtained by multiplying (6) for
with
and comparing coefficients. This yields the initial values of the
impulse response sequence
and
. The coefficients for all
are determined by the recurrence relation
.
The coefficients
form a linear recurring sequence with generating function
and characteristic polynomial
. The polynomial
is fully determined by the initial values and
. Hence, the initial values have to be selected to meet the requirements
for
and
stated before equation (7).
In B-F-N it is shown that too many
points are close to the origin at the beginning of the sequence (leading zero phenomenon).
To alleviate this problem they propose to throw away a few elements at the beginning of
the sequence (typically some power of the base
) and to select carefully the initial values of the linear recurring
sequence defining the field elements
.
If the dimension
satisfies
, choose
distinct elements
. The linear polynomials
are pairwise irreducible with degrees
. The resulting sequence is a
-sequence. If
is prime, we obtain the Faure sequence introduced by Faure. The
condition
is a necessary condition for the existence of a
-sequence.
The minimum value for the quality parameter
is obtained by choosing the first
monic irreducible polynomials
from the list of all monic irreducible polynomials, ordered according
to nondecreasing degree. The resulting sequence is a
-sequence, where
In particualr, for ever prime power
and for ever dimension
there exists a
-sequence in base
. This type of sequence we will call in the sequel Niederreiter
sequences.
The algebra over finite fields is done with the Mathematica add-on package
`Algebra`FiniteFields`. Consider base
.
![[Graphics:../Images/QRDemonstration_gr_249.gif]](../Images/QRDemonstration_gr_249.gif)
Calculate the transformation matrix (generating elements
) using the impulse response sequence corresponding to the choice
.
![[Graphics:../Images/QRDemonstration_gr_252.gif]](../Images/QRDemonstration_gr_252.gif)
Calculate the transformation matrix (generating elements
) using the impulse response sequence corresponding to the choice
.
![[Graphics:../Images/QRDemonstration_gr_256.gif]](../Images/QRDemonstration_gr_256.gif)
Calculate the transformation matrix using compatible initial values.
![[Graphics:../Images/QRDemonstration_gr_258.gif]](../Images/QRDemonstration_gr_258.gif)
![[Graphics:../Images/QRDemonstration_gr_260.gif]](../Images/QRDemonstration_gr_260.gif)
![[Graphics:../Images/QRDemonstration_gr_261.gif]](../Images/QRDemonstration_gr_261.gif)
![[Graphics:../Images/QRDemonstration_gr_264.gif]](../Images/QRDemonstration_gr_264.gif)
![[Graphics:../Images/QRDemonstration_gr_265.gif]](../Images/QRDemonstration_gr_265.gif)
| "" | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 |
| "dim 1" | 0 | |||||||||
| "dim 2" | 0 | |||||||||
| "dim 3" | 0 |
![[Graphics:../Images/QRDemonstration_gr_293.gif]](../Images/QRDemonstration_gr_293.gif)
![[Graphics:../Images/QRDemonstration_gr_294.gif]](../Images/QRDemonstration_gr_294.gif)
We follow the example presented in the article of B-F-N. Choose a basis
and an irreducible polyonial over
:
![[Graphics:../Images/QRDemonstration_gr_297.gif]](../Images/QRDemonstration_gr_297.gif)
Construct the matrix of generating elements:
![[Graphics:../Images/QRDemonstration_gr_299.gif]](../Images/QRDemonstration_gr_299.gif)
Convert an integer to its list of digits to the given base (minus 1) and represent the
integers mod
as field elements in
.
![[Graphics:../Images/QRDemonstration_gr_303.gif]](../Images/QRDemonstration_gr_303.gif)
Multiply the first columns of the matrix with the digit list.
![[Graphics:../Images/QRDemonstration_gr_305.gif]](../Images/QRDemonstration_gr_305.gif)
Map the field elements back to integers mod
and convert the result into a fraction by applying the radical inverse
function:
![[Graphics:../Images/QRDemonstration_gr_308.gif]](../Images/QRDemonstration_gr_308.gif)
![[Graphics:../Images/QRDemonstration_gr_310.gif]](../Images/QRDemonstration_gr_310.gif)
Converted by Mathematica November 18, 1998
| Introduction | Uniform Distribution | Classical Examples | Construction | Irreducible Polynomials | Numerical Integraion | Pricing Theory | References |