1984Communications in Statistics - Simulation and ComputationRequires access

Generating random points in a polytope

Paul A. Rubin

Open publisher page 23 citations

Abstract

An algorithm is presented for generating pseudorandom variates distributed uniformly over an arbitrary convex polytope in a Euclidean space of arbitrary dimension. Many commonly used methods for generating uniform variates require that the polytope be expressed as the solution set of a system of linear inequalities; the algorithm presented here requires instead that the polytope be presented in terms of a finite generating set, typically the set of its vertices. Included in the algorithm are procedures for identifying all faces of the polytope and for decomposing the polytope into simplices.

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What this paper is about

An algorithm is presented for generating pseudorandom variates distributed uniformly over an arbitrary convex polytope in a Euclidean space of arbitrary dimension. Many commonly used methods for generating uniform variates require that the polytope be expressed as the solution set of a system of linear inequalities; the algorithm presented here requires instead that the polytope be presented in terms of a finite generating set, typically the set of its vertices. Included in the algorithm are procedures for identifying all faces of the polytope and for decomposing the polytope into simplices.

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Available abstract

An algorithm is presented for generating pseudorandom variates distributed uniformly over an arbitrary convex polytope in a Euclidean space of arbitrary dimension. Many commonly used methods for generating uniform variates require that the polytope be expressed as the solution set of a system of linear inequalities; the algorithm presented here requires instead that the polytope be presented in terms of a finite generating set, typically the set of its vertices. Included in the algorithm are procedures for identifying all faces of the polytope and for decomposing the polytope into simplices.

Key concepts: Polytope, Convex polytope, Birkhoff polytope, Uniform k 21 polytope, Combinatorics, Mathematics, Polytope model, Euclidean space

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