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On a combination method of VDR and patchwork for generating uniform random points on a unit sphere
Authors:Zhenhai Yang  SH Hou
Institution:a Beijing Polytechnic University, Beijing 100022, China
b Department of Applied Mathematics, The Hong Kong Polytechnic University, Hung Hom, Kowloon, Hong Kong
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 Xd with uniform distribution on a unit d-sphere into View the MathML source, such that the random vector (Xd-1,Xd) is uniformly distributed on a unit 2-sphere and Xd-2 has conditional uniform distribution on a (d-2)-sphere of radius View the MathML source, given V=v with V having the p.d.f. View the MathML source. Finally, we arrive by induction at an algorithm for generating uniform random points on a unit d-sphere.
Keywords:11K45
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