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Topic: generating random permutations on the fly
Replies: 6   Last Post: Sep 18, 2006 9:56 AM

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regis lebrun

Posts: 6
Registered: 9/14/06
Re: generating random permutations on the fly
Posted: Sep 14, 2006 8:01 AM
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Han de Bruijn wrote:
> regis lebrun wrote:
>

> > [ ... ] but I can't use it if I want to generate a really huge
> > permutation (let's say n=10^9).

>
> Instead of asking more than seven wise men can answer, wouldn't you try
> to consider the possibility of sizing down your problem a little bit ..
>
> Han de Bruijn


First of all, thanks for this quick answer.

Of course I could tell the users to perform their Monte Carlo-like
simulations with less samples, but I don't really think it is the right
answer ;-). You know, if someone is able to compute some probability
with pure Monte Carlo by throwing 10^9 times the dices and evaluating a
cheap analytical function over this huge sample (it takes less than 1mn
in Matlab, standard PC computer), he will try to do the same with LHS,
and then, BOOM->out of memory.

By the way, I imagine that the underlying algorithmic problem is
interresting: how much information (i.e. how much memory) do I need to
store to be able to write down a permutation of [1, ..., n] without
storing it explicitely?

Best regards,

Regis LEBRUN




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