/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */

/*

Copyright (C) 2007 Mark Joshi

This file is part of QuantLib, a free-software/open-source library

for financial quantitative analysts and developers - http://quantlib.org/

QuantLib is free software: you can redistribute it and/or modify it

under the terms of the QuantLib license.  You should have received a

copy of the license along with this program; if not, please email

<quantlib-dev@lists.sf.net>. The license is also available online at

<https://www.quantlib.org/license.shtml>.

This program is distributed in the hope that it will be useful, but WITHOUT

ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS

FOR A PARTICULAR PURPOSE.  See the license for more details.

*/

/*! \file latticersg.cpp

\brief lattice rule code for low discrepancy numbers

*/

#include <ql/math/randomnumbers/latticersg.hpp>

#include <utility>

namespace QuantLib {

    LatticeRsg::LatticeRsg(Size dimensionality, std::vector<Real> z, Size N)

    : dimensionality_(dimensionality), N_(N), z_(std::move(z)),

      sequence_(std::vector<Real>(dimensionality), 1.0) {}

    /*! skip to the n-th sample in the low-discrepancy sequence */

    void LatticeRsg::skipTo(unsigned long n)

    {

        i_+=n;

    }

    const LatticeRsg::sample_type& LatticeRsg::nextSequence()

    {

        for (Size j=0; j < dimensionality_; ++j)

        {

            Real theta = i_*z_[j]/N_;

            sequence_.value[j]= std::fmod(theta,1.0);

        }

        ++i_;

        return sequence_;

    }

}