Sampler OneTwoSobol BCIO25

A sobol sequence with guarenteed quality 2D projections.

Files

src/samplers/OneTwoSobol.cpp  
include/utk/samplers/OneTwoSobol.hpp

Usage

Exe C++ Python

Sobol sampler
Usage: ./OneTwoSobol [OPTIONS]

Options:
  -h,--help                   Print this help message and exit
  -n UINT REQUIRED            Number of points
  -d UINT REQUIRED            Dimensions
  -s,--seed UINT              Seed (unspecified means 'random')

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

int main()
{
    utk::Pointset<double> pts;

    // If needed, can add template to use 64bits integers
    utk::OneTwoSobol sobol(2 /* dimension */);
    sobol.setRandomSeed(args->seed);
    // Check for no errors
    if (sobol.generateSamples(pts, 1024 /* Number of points */))
    {
        write_text_pointset("sobol2d.dat", pts);
    }
}

import pyutk

# Only 32 bits integers supported
sobol = pyutk.OneTwoSobol(d=2) 
samples = sobol.sample(1024) # This is a numpy array !

Results

License

See Licence.md file.