Patent ID: 6832233
Filing Date: 2004-12-14
Classification: G06F

Abstract:
An apparatus for computing multiple integral of a multidimensional integrand function A to be integrated with using a vector mapping function f with unbounded support which converts an m (m&gE;1)-dimensional vector having real number components into another m-dimensional vector having real number components, by which a multidimensional density function p for a limiting distribution resulting from repeatedly applying the vector mapping function f to an m-dimensional vector u is analytically solvable, said apparatus comprising:a first storage unit which stores an m-dimensional vector x=(x1, x2, . . . xm); a second storage unit which stores a scalar value w; a first computing unit which computes a vector xâ€²=f(x)=(xâ€²1, xâ€²2, . . . , xâ€²m,) resulting from applying said vector map f to said vector x being stored in said first storage unit; a second computing unit which computes a scalar value wâ€²=A(x)/&rgr;(x) based on said vector x being stored in said first storage unit; an update unit which updates the value stored in said first storage unit by storing said vector xâ€² computed by said first computing unit on said first storage unit, and updates the value in said second storage unit by adding said scalar value wâ€² computed by said second computing unit to a value to be stored in said second storage unit; and an output unit which computes, when the number of update times by said update unit becomes c (c&gE;1), a scalar value s=w/(c+1) based on said scalar value w being stored in said second storage unit when the number of update times by said update unit becomes c (c&gE;1), and outputs said scalar value s as a result of the multiple integral.