Owen’s Scrambling [Owen1996]

Description

Perform Owen’s scrambling on a given Pointset.

• By it’s very nature, it only operates on ‘integer pointsets’, meaning that points are not in [0, 1], but integers [[0, INT_MAX]]. There are no check on the type in the executable version and double are cast to integers (and will likely be converted to 0).
• This implementation does not store the full permutation tree. It is recomputed by seeding a PRNG. Hence, it is recommended to use a depth of 32 which do not cause noticable memory allocation.

Files

src/scramblers/Owen.cpp  
include/utk/scrambling/ScramblingOwen.hpp

Usage

Exe C++ Python

Owen scrambler
Usage: ./Owen [OPTIONS]

Options:
  -h,--help                   Print this help message and exit
  -i,--input TEXT:FILE ... REQUIRED
                              Input file(s)
  -o,--out TEXT [out.dat]     Output file (format). {i} splits outputs in multiple files and token is replaced by index.
  -s,--seed UINT              Seed (unspecified means 'random')
  --silent                    Silence UTK logs
  --depth UINT [32]           Depth of scrambling

#include <utk/utils/PointsetIO.hpp>
#include <utk/utils/Pointset.hpp>
#include <utk/samplers/SamplerSobol.hpp>
#include <utk/scrambling/ScramblingOwen.hpp>

int main()
{
    utk::Pointset<uint32_t> pts;

    utk::SamplerSobol sobol(2 /* dimension */);
    sobol.setRandomSeed(/* empty means random, can also pass a number */);

    // Check for no errors
    if (sobol.generateSamples(pts, 1024 /* Number of points */))
    {
        utk::ScramblingOwen owen(32 /* depth */);
        owen.setRandomSeed();

        // In place:
        owen.Scramble(pts);
        // Results in another pointset. If double, it is converted appropriatly
        utk::Pointset<double> pts2;
        owen.Scramble(pts, pts2);        
    }
}

import pyutk
samples = pyutk.Sobol(d=2, depth=0).isample(1024) # isample returns integers
sc = pyutk.Owen(
  depth = 32                      # Recommended. 0: means no scrambling, log2(N) is common, but 32 is even better !
).scramble(samples)               # returns a double array