Sampler Korobov [Kor59]

Description

Korobov lattices. The generator value should be prime relatively to the number of samples, otherwise the point set will not be projection regular.
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.

Files

src/samplers/Korobov.cpp  
include/utk/samplers/SamplerKorobov.hpp

Usage

Exe C++ Python

Korobov sampler
Usage: ./Korobov [OPTIONS]

Options:
  -h,--help                   Print this help message and exit
  -n UINT REQUIRED            Number of points
  -d UINT REQUIRED            Dimensions
  -s,--seed UINT              UNUSED ! Here for compatibility with others.
  -m UINT [1]                 Number of pointsets
  -o,--out TEXT [out.dat]     Output file (format). {i} splits outputs in multiple files and token is replaced by index.
  -g,--gen UINT [3]           Generator (highly recommended to be prime with N)
  --silent                    Silence UTK logs

#include <utk/utils/PointsetIO.hpp>
#include <utk/utils/Pointset.hpp>
#include <utk/samplers/SamplerKorobov.hpp>

int main()
{
    utk::Pointset<double> pts;
    utk::SamplerKorobov korobov(2 /* dimension */, 7 /* generator */);

    // Check for no errors
    if (korobov.generateSamples(pts, 1024 /* Number of points, must be a squared */))
    {
        write_text_pointset("korobov2d.dat", pts);
    }
}

import pyutk

korobov = pyutk.Korobov(
  2, # Dimension
  7  # Generator value
)
samples = korobov.sample(1024)  # This is a numpy array !

Results

License

See Licence.md file.