Class RandomizedLDS

Random-shifts a uniform low-discrepancy sequence of dimension $ N $ by adding (modulo 1 for each coordinate) a pseudo-random uniform deviate in $ (0, 1)^N. $ It is used for implementing Randomized Quasi Monte Carlo.

The uniform low discrepancy sequence is supplied by LDS; the uniform pseudo-random sequence is supplied by PRS.

Both class LDS and PRS must implement the following interface:

  LDS::sample_type LDS::nextSequence() const;
  Size LDS::dimension() const;

LDS and PRS must have the same dimension $ N $

warning Inverting LDS and PRS is possible, but it doesn't make sense.

todo implement the other randomization algorithms

test correct initialization is tested.