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A fast algorithm for generating a uniform distribution inside a high-dimensional polytope

A. van Hameren·R. Kleiss
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Abstract

We describe a uniformly fast algorithm for generating points \vec{x} uniformly in a hypercube with the restriction that the difference between each pair of coordinates is bounded. We discuss the quality of the algorithm in the sense of its usage of pseudo-random source numbers, and present an interesting result on the correlation between the coordinates.

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A. van Hameren, R. Kleiss. 2000-05-04. A fast algorithm for generating a uniform distribution inside a high-dimensional polytope. https://doi.org/10.1016/s0010-4655(00)00157-0

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