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The Construction based on (t,m,s)-Nets and (t,s)-Sequences

[Graphics:../Images/QRDemonstration_gr_96.gif]-Nets and [Graphics:../Images/QRDemonstration_gr_97.gif]-Sequences in base [Graphics:../Images/QRDemonstration_gr_98.gif]

The most successful constructions of low-discrepancy sequences are based on [Graphics:../Images/QRDemonstration_gr_99.gif]-nets and [Graphics:../Images/QRDemonstration_gr_100.gif]-sequences. Let [Graphics:../Images/QRDemonstration_gr_101.gif] and [Graphics:../Images/QRDemonstration_gr_102.gif] be integers. In the sequel, [Graphics:../Images/QRDemonstration_gr_103.gif] will typically be a prime or prime power.
A [Graphics:../Images/QRDemonstration_gr_104.gif]-net in base [Graphics:../Images/QRDemonstration_gr_105.gif] is point set in [Graphics:../Images/QRDemonstration_gr_106.gif] consisting of [Graphics:../Images/QRDemonstration_gr_107.gif] points, such that every [Graphics:../Images/QRDemonstration_gr_108.gif]-ary box [Graphics:../Images/QRDemonstration_gr_109.gif] of volume [Graphics:../Images/QRDemonstration_gr_110.gif] contains [Graphics:../Images/QRDemonstration_gr_111.gif] points. A [Graphics:../Images/QRDemonstration_gr_112.gif]-sequence in base [Graphics:../Images/QRDemonstration_gr_113.gif] is sequence [Graphics:../Images/QRDemonstration_gr_114.gif] of points in [Graphics:../Images/QRDemonstration_gr_115.gif] sucht that for all integers [Graphics:../Images/QRDemonstration_gr_116.gif] and [Graphics:../Images/QRDemonstration_gr_117.gif], the point set [Graphics:../Images/QRDemonstration_gr_118.gif] is a [Graphics:../Images/QRDemonstration_gr_119.gif]-net in base [Graphics:../Images/QRDemonstration_gr_120.gif]. The number [Graphics:../Images/QRDemonstration_gr_121.gif] is the quality parameter. Smaller values of [Graphics:../Images/QRDemonstration_gr_122.gif] yield more uniform nets and sequences because [Graphics:../Images/QRDemonstration_gr_123.gif]-ary boxes of smaller volume still contain points.

The Basic Construction Idea

The general construction principle of [Graphics:../Images/QRDemonstration_gr_124.gif]-nets and [Graphics:../Images/QRDemonstration_gr_125.gif]-sequences in a base [Graphics:../Images/QRDemonstration_gr_126.gif] works in a commutative ring with unity and finite order [Graphics:../Images/QRDemonstration_gr_127.gif]. 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 [Graphics:../Images/QRDemonstration_gr_128.gif] is constructed via a suitable transformation [Graphics:../Images/QRDemonstration_gr_129.gif] of the sequence index which shows that the Niederreiter sequence is just a generalization of the ordinary Van der Corput sequence:

[Graphics:../Images/QRDemonstration_gr_130.gif].

The transformation [Graphics:../Images/QRDemonstration_gr_131.gif] is obtained from [Graphics:../Images/QRDemonstration_gr_132.gif]-adic expansion of integers and a linear transformation [Graphics:../Images/QRDemonstration_gr_133.gif] of the sequence space [Graphics:../Images/QRDemonstration_gr_134.gif]:

[Graphics:../Images/QRDemonstration_gr_135.gif]

The key of this construction is the specification of the transformation matrix [Graphics:../Images/QRDemonstration_gr_136.gif] which is obtained from a linear recurring sequence with characteristic polynomial a power of some irreducible polynomial over [Graphics:../Images/QRDemonstration_gr_137.gif] and suitable initial values. In practice, the sequence is constructed only for indices [Graphics:../Images/QRDemonstration_gr_138.gif] such that the expansion in base [Graphics:../Images/QRDemonstration_gr_139.gif] requires [Graphics:../Images/QRDemonstration_gr_140.gif] number of digits. In this case, it is sufficient to know the transformation matrix [Graphics:../Images/QRDemonstration_gr_141.gif] on the first [Graphics:../Images/QRDemonstration_gr_142.gif] dimensions of the sequence space [Graphics:../Images/QRDemonstration_gr_143.gif] represented as a [Graphics:../Images/QRDemonstration_gr_144.gif]-dimensional squared matrix over [Graphics:../Images/QRDemonstration_gr_145.gif] and

[Graphics:../Images/QRDemonstration_gr_146.gif].

For higher dimensional sequences, different pairwise irreducible polynomials are used for every dimension.

Explicit Construction of [Graphics:../Images/QRDemonstration_gr_147.gif]-Nets and [Graphics:../Images/QRDemonstration_gr_148.gif]-Sequences - Niederreiter Sequeces

The explicit construction of [Graphics:../Images/QRDemonstration_gr_149.gif]-sequences work best in finite fields [Graphics:../Images/QRDemonstration_gr_150.gif] of prime power order [Graphics:../Images/QRDemonstration_gr_151.gif]. The crucial part is to find suitable field elements [Graphics:../Images/QRDemonstration_gr_152.gif]. The following result is due to N88, Theorem 1.
Let [Graphics:../Images/QRDemonstration_gr_153.gif] be a prime power. Select a monic irreducible polynomial [Graphics:../Images/QRDemonstration_gr_154.gif] with [Graphics:../Images/QRDemonstration_gr_155.gif] and polynomials [Graphics:../Images/QRDemonstration_gr_156.gif] which satisfy [Graphics:../Images/QRDemonstration_gr_157.gif] and [Graphics:../Images/QRDemonstration_gr_158.gif]. Define [Graphics:../Images/QRDemonstration_gr_159.gif] via the expansion

[Graphics:../Images/QRDemonstration_gr_160.gif],

where [Graphics:../Images/QRDemonstration_gr_161.gif] depending on the degree of [Graphics:../Images/QRDemonstration_gr_162.gif]. For all [Graphics:../Images/QRDemonstration_gr_163.gif] with [Graphics:../Images/QRDemonstration_gr_164.gif], [Graphics:../Images/QRDemonstration_gr_165.gif] and all [Graphics:../Images/QRDemonstration_gr_166.gif] define the transformation matrix [Graphics:../Images/QRDemonstration_gr_167.gif] through [Graphics:../Images/QRDemonstration_gr_168.gif]. Equation (1) then becomes

[Graphics:../Images/QRDemonstration_gr_169.gif].

Note that [Graphics:../Images/QRDemonstration_gr_170.gif]for fixed [Graphics:../Images/QRDemonstration_gr_171.gif] and [Graphics:../Images/QRDemonstration_gr_172.gif] big enough because [Graphics:../Images/QRDemonstration_gr_173.gif] for [Graphics:../Images/QRDemonstration_gr_174.gif]. Moreover, the defining equation (2) implies [Graphics:../Images/QRDemonstration_gr_175.gif]. For explicit calculation it is therefore sufficient to consider the case [Graphics:../Images/QRDemonstration_gr_176.gif].
The [Graphics:../Images/QRDemonstration_gr_177.gif]-dimensional case is covered by choosing pairwise coprime (monic) polynomials [Graphics:../Images/QRDemonstration_gr_178.gif]. This defines a [Graphics:../Images/QRDemonstration_gr_179.gif]-sequence in base [Graphics:../Images/QRDemonstration_gr_180.gif] with quality parameter [Graphics:../Images/QRDemonstration_gr_181.gif].

Linear Recurring Sequences

Expansion as in (3) lead to linear recurring sequences. A sequence [Graphics:../Images/QRDemonstration_gr_182.gif] of field elements is called a k-th order linear recurring sequence if it satisfies a linear recursion formula

[Graphics:../Images/QRDemonstration_gr_183.gif].

A linear recurring sequence is fully determined by the elements [Graphics:../Images/QRDemonstration_gr_184.gif] and the [Graphics:../Images/QRDemonstration_gr_185.gif] number of initial values [Graphics:../Images/QRDemonstration_gr_186.gif]. The polynomial [Graphics:../Images/QRDemonstration_gr_187.gif] is called  the charactersitic polynomial of the recurring sequence.
To an arbitrary sequence of field elements [Graphics:../Images/QRDemonstration_gr_188.gif] we associate its generating function [Graphics:../Images/QRDemonstration_gr_189.gif].
Given a monic polynomial [Graphics:../Images/QRDemonstration_gr_190.gif] and a sequence [Graphics:../Images/QRDemonstration_gr_191.gif], this sequence is a linear recurring sequence if and only if  [Graphics:../Images/QRDemonstration_gr_192.gif] for some polynomal [Graphics:../Images/QRDemonstration_gr_193.gif] with [Graphics:../Images/QRDemonstration_gr_194.gif]. The initial values of the recurring sequence are fully determined by the polynomials [Graphics:../Images/QRDemonstration_gr_195.gif] and [Graphics:../Images/QRDemonstration_gr_196.gif].

The generating polynomial in [Graphics:../Images/QRDemonstration_gr_197.gif]:

[Graphics:../Images/QRDemonstration_gr_198.gif]
[Graphics:../Images/QRDemonstration_gr_199.gif]

The first 10 elements of the linear recurring sequence with initial values [Graphics:../Images/QRDemonstration_gr_200.gif]:

[Graphics:../Images/QRDemonstration_gr_201.gif]
[Graphics:../Images/QRDemonstration_gr_202.gif]

The first 10 elements of the impulse response sequence (initial values [Graphics:../Images/QRDemonstration_gr_203.gif]):

[Graphics:../Images/QRDemonstration_gr_204.gif]
[Graphics:../Images/QRDemonstration_gr_205.gif]

Selection of [Graphics:../Images/QRDemonstration_gr_206.gif]

The Case [Graphics:../Images/QRDemonstration_gr_207.gif] - Impulse Response Sequence

An admissible choice for the polynomials [Graphics:../Images/QRDemonstration_gr_208.gif] is [Graphics:../Images/QRDemonstration_gr_209.gif]. In this case equation (4) simplifies to

[Graphics:../Images/QRDemonstration_gr_210.gif],

To calculate [Graphics:../Images/QRDemonstration_gr_211.gif] for all [Graphics:../Images/QRDemonstration_gr_212.gif] we use the fact that equation (5) defines a linear recurring sequence. The initial values are obtained by multiplying (6) for [Graphics:../Images/QRDemonstration_gr_213.gif] with [Graphics:../Images/QRDemonstration_gr_214.gif] and comparing coefficients. This yields the initial values of the impulse response sequence [Graphics:../Images/QRDemonstration_gr_215.gif] and [Graphics:../Images/QRDemonstration_gr_216.gif]. The coefficients for all [Graphics:../Images/QRDemonstration_gr_217.gif] are determined by the recurrence relation [Graphics:../Images/QRDemonstration_gr_218.gif].

The General Case - Linear Recurring Sequences with 'Compatible' Initial Values

The coefficients [Graphics:../Images/QRDemonstration_gr_219.gif] form a linear recurring sequence with generating function

[Graphics:../Images/QRDemonstration_gr_220.gif]

and characteristic polynomial [Graphics:../Images/QRDemonstration_gr_221.gif]. The polynomial [Graphics:../Images/QRDemonstration_gr_222.gif] is fully determined by the initial values and [Graphics:../Images/QRDemonstration_gr_223.gif]. Hence, the initial values have to be selected to meet the requirements for [Graphics:../Images/QRDemonstration_gr_224.gif] and [Graphics:../Images/QRDemonstration_gr_225.gif] 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 [Graphics:../Images/QRDemonstration_gr_226.gif]) and to select carefully the initial values of the linear recurring sequence defining the field elements [Graphics:../Images/QRDemonstration_gr_227.gif].

Selection of [Graphics:../Images/QRDemonstration_gr_228.gif]

Linear Polynomials - Faure Sequence

If the dimension [Graphics:../Images/QRDemonstration_gr_229.gif] satisfies [Graphics:../Images/QRDemonstration_gr_230.gif], choose [Graphics:../Images/QRDemonstration_gr_231.gif] distinct elements [Graphics:../Images/QRDemonstration_gr_232.gif]. The linear polynomials [Graphics:../Images/QRDemonstration_gr_233.gif] are pairwise irreducible with degrees [Graphics:../Images/QRDemonstration_gr_234.gif]. The resulting sequence is a [Graphics:../Images/QRDemonstration_gr_235.gif]-sequence. If [Graphics:../Images/QRDemonstration_gr_236.gif] is prime, we obtain the Faure sequence introduced by Faure. The condition [Graphics:../Images/QRDemonstration_gr_237.gif] is a necessary condition for the existence of a [Graphics:../Images/QRDemonstration_gr_238.gif]-sequence.

Monic Irreducible Polynomials - Niederreiter Sequence

The minimum value for the quality parameter [Graphics:../Images/QRDemonstration_gr_239.gif] is obtained by choosing the first [Graphics:../Images/QRDemonstration_gr_240.gif] monic irreducible polynomials [Graphics:../Images/QRDemonstration_gr_241.gif] from the list of all monic irreducible polynomials, ordered according to nondecreasing degree. The resulting sequence is a [Graphics:../Images/QRDemonstration_gr_242.gif]-sequence, where

[Graphics:../Images/QRDemonstration_gr_243.gif]

In particualr, for ever prime power [Graphics:../Images/QRDemonstration_gr_244.gif] and for ever dimension [Graphics:../Images/QRDemonstration_gr_245.gif] there exists a [Graphics:../Images/QRDemonstration_gr_246.gif]-sequence in base [Graphics:../Images/QRDemonstration_gr_247.gif]. This type of sequence we will call in the sequel Niederreiter sequences.

Construction of the Generating Matrix for a Fixed Precision for Niederreiter Sequences

The algebra over finite fields is done with the Mathematica add-on package `Algebra`FiniteFields`. Consider base [Graphics:../Images/QRDemonstration_gr_248.gif].

[Graphics:../Images/QRDemonstration_gr_249.gif]

Calculate the transformation matrix (generating elements [Graphics:../Images/QRDemonstration_gr_250.gif]) using the impulse response sequence corresponding to the choice [Graphics:../Images/QRDemonstration_gr_251.gif].

[Graphics:../Images/QRDemonstration_gr_252.gif]
[Graphics:../Images/QRDemonstration_gr_253.gif]

Calculate the transformation matrix (generating elements [Graphics:../Images/QRDemonstration_gr_254.gif]) using the impulse response sequence corresponding to the choice [Graphics:../Images/QRDemonstration_gr_255.gif].

[Graphics:../Images/QRDemonstration_gr_256.gif]
[Graphics:../Images/QRDemonstration_gr_257.gif]

Calculate the transformation matrix using compatible initial values.

[Graphics:../Images/QRDemonstration_gr_258.gif]
[Graphics:../Images/QRDemonstration_gr_259.gif]

A Niederreiter Sequence in Base 3

[Graphics:../Images/QRDemonstration_gr_260.gif]
[Graphics:../Images/QRDemonstration_gr_261.gif]
[Graphics:../Images/QRDemonstration_gr_264.gif]
[Graphics:../Images/QRDemonstration_gr_265.gif]
"" 1 2 3 4 5 6 7 8 9 10
"dim 1" 0 [Graphics:../Images/QRDemonstration_gr_266.gif] [Graphics:../Images/QRDemonstration_gr_267.gif] [Graphics:../Images/QRDemonstration_gr_268.gif] [Graphics:../Images/QRDemonstration_gr_269.gif] [Graphics:../Images/QRDemonstration_gr_270.gif] [Graphics:../Images/QRDemonstration_gr_271.gif] [Graphics:../Images/QRDemonstration_gr_272.gif] [Graphics:../Images/QRDemonstration_gr_273.gif] [Graphics:../Images/QRDemonstration_gr_274.gif]
"dim 2" 0 [Graphics:../Images/QRDemonstration_gr_275.gif] [Graphics:../Images/QRDemonstration_gr_276.gif] [Graphics:../Images/QRDemonstration_gr_277.gif] [Graphics:../Images/QRDemonstration_gr_278.gif] [Graphics:../Images/QRDemonstration_gr_279.gif] [Graphics:../Images/QRDemonstration_gr_280.gif] [Graphics:../Images/QRDemonstration_gr_281.gif] [Graphics:../Images/QRDemonstration_gr_282.gif] [Graphics:../Images/QRDemonstration_gr_283.gif]
"dim 3" 0 [Graphics:../Images/QRDemonstration_gr_284.gif] [Graphics:../Images/QRDemonstration_gr_285.gif] [Graphics:../Images/QRDemonstration_gr_286.gif] [Graphics:../Images/QRDemonstration_gr_287.gif] [Graphics:../Images/QRDemonstration_gr_288.gif] [Graphics:../Images/QRDemonstration_gr_289.gif] [Graphics:../Images/QRDemonstration_gr_290.gif] [Graphics:../Images/QRDemonstration_gr_291.gif] [Graphics:../Images/QRDemonstration_gr_292.gif]
[Graphics:../Images/QRDemonstration_gr_293.gif]

[Graphics:../Images/QRDemonstration_gr_294.gif]

The Example of Bratley-Fox-Niederreiter

We follow the example presented in the article of B-F-N. Choose a basis [Graphics:../Images/QRDemonstration_gr_295.gif] and an irreducible polyonial over [Graphics:../Images/QRDemonstration_gr_296.gif]:

[Graphics:../Images/QRDemonstration_gr_297.gif]
[Graphics:../Images/QRDemonstration_gr_298.gif]

Construct the matrix of generating elements:

[Graphics:../Images/QRDemonstration_gr_299.gif]
[Graphics:../Images/QRDemonstration_gr_300.gif]

Convert an integer to its list of digits to the given base (minus 1) and represent the integers mod [Graphics:../Images/QRDemonstration_gr_301.gif] as field elements in [Graphics:../Images/QRDemonstration_gr_302.gif].

[Graphics:../Images/QRDemonstration_gr_303.gif]
[Graphics:../Images/QRDemonstration_gr_304.gif]

Multiply the first columns of the matrix with the digit list.

[Graphics:../Images/QRDemonstration_gr_305.gif]
[Graphics:../Images/QRDemonstration_gr_306.gif]

Map the field elements back to integers mod [Graphics:../Images/QRDemonstration_gr_307.gif] and convert the result into a fraction by applying the radical inverse function:

[Graphics:../Images/QRDemonstration_gr_308.gif]
[Graphics:../Images/QRDemonstration_gr_309.gif]
[Graphics:../Images/QRDemonstration_gr_310.gif]
[Graphics:../Images/QRDemonstration_gr_311.gif]

Converted by Mathematica November 18, 1998

 

 

Introduction Uniform Distribution Classical Examples Construction Irreducible Polynomials Numerical Integraion Pricing Theory References