2005
DOI: 10.1016/j.jmva.2004.08.012
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On a combination method of VDR and patchwork for generating uniform random points on a unit sphere

Abstract: In this paper, we use a combination of VDR theory and patchwork method to derive an efficient algorithm for generating uniform random points on a unit d-sphere. We first propose an algorithm to generate random vector with uniform distribution on a unit 2-sphere on the plane. Then we use VDR theory to reduce random vector X d with uniform distribution on a unit d-sphere into X d = (X d−2 , 1 − X d−2 2 (X d−1 , X d )), such that the random vector (X d−1 , X d ) is uniformly distributed on a unit 2-sphere and X d… Show more

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Cited by 3 publications
(4 citation statements)
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“…where (19) is used to normalise the position vectors to relocate the particles back onto S. Equations (14) to (19) are repeated in a time-stepping scheme to convergence. An appropriate measure of the performance of the method is the minimum angle, ρ, between any two vectors u i and u j , i.e.…”
Section: Coulomb Force Methodsmentioning
confidence: 99%
See 1 more Smart Citation
“…where (19) is used to normalise the position vectors to relocate the particles back onto S. Equations (14) to (19) are repeated in a time-stepping scheme to convergence. An appropriate measure of the performance of the method is the minimum angle, ρ, between any two vectors u i and u j , i.e.…”
Section: Coulomb Force Methodsmentioning
confidence: 99%
“…Given a suitable normal distribution, this method has a lower ratio of rejected to accepted points compared to taking points from the uniform distibution. A family of methods, using the beta distribution, were developed for higher dimensional spheres [10,11,12,13,14]. The relationship between these efficient methods was presented by Harman and Vladimir [15].…”
Section: Introductionmentioning
confidence: 99%
“…i.e., for uniform sampling from the n-ball, Algorithm YPHL corresponds to the method proposed by Yang et al [31], which uses the so-called patchwork method for generating from the (atomic) distribution U B 2 .…”
Section: Algorithm Amentioning
confidence: 99%
“…The algorithms in the third group, which circumvent generating normal variates, are essentially based on the properties of the marginals of the uniform distribution on n-spheres and n-balls; see the papers by Hicks and Wheeling [16], Sibuya [27], Marsaglia [19], Tashiro [29], Guralnik et al [14], Fang et al [11], Yang et al [31]. It is the purpose of this paper to clarify mutual relations of these algorithms as well as to use the general point of view to propose alternative methods for generating uniformly from n-spheres and n-balls of dimensions n = 5, 6, 7.…”
Section: Introductionmentioning
confidence: 99%