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Sampler Owen [Owe95]

Files

src/samplers/SamplerOwenSobol.hpp  
src/bin/samplers/Owen_*d*.cpp.cpp

Description

Owen’s scrambling of the Sobol sequence.
For a more precise description of this sampler and its performances in terms of aliasing and discrepancy, please refer to the following web bundle https://liris.cnrs.fr/ldbn/HTML_bundle/index.html.

License

BSD, see SamplerOwenSobol.hpp.

Execution

Parameters:  

    [HELP]
    -o [string=output_pts.dat]  Output file
    -m [int=1]          Number of poinset realisations
    -n [ullint=1024]        Number of samples to generate
    --silent            Silent mode
    -h              Displays this help message

To generate a 2D point set of 1024 samples with a owen distribution, we can use the following client line command:

     ./bin/samplers/Owen_2dd -n 1024 -o toto.dat

Or one can use the following C++ code:

    PointsetWriter< 2, double, Point<2, double> > writer;
    writer.open("toto.dat");
    Pointset< 2, double, Point<2, double> > pts;
    SamplerOwen s;
    unsigned int param_nbsamples = 1024;
    s.generateSamples< 2, double, Point<2, double> >(pts, param_nbsamples);
    writer.writePointset(pts);
    writer.close();

Results

     ./bin/samplers/Owen_2dd -o owen_1024.edat -n 1024

File
owen_1024.edat

Pointset

Fourier

     ./bin/samplers/Owen_2dd -o owen_4096.edat -n 4096

File
owen_4096.edat

Pointset

Fourier