9.4. pyopus.misc.sobol — Sobol sequence generator

Inheritance diagram of pyopus.misc.sobol

Sobol sequence generator

Details can be found in

[joekuo1] S. Joe and F. Y. Kuo, Remark on Algorithm 659: Implementing Sobol’s

quasirandom sequence generator, ACM Trans. Math. Softw. 29, 49-57 (2003).

[joekuo2] S. Joe and F. Y. Kuo, Constructing Sobol sequences with better two-dimensional

projections, SIAM J. Sci. Comput. 30, 2635-2654 (2008).

The code is a modification (efficiency reasons) of the code published at http://web.maths.unsw.edu.au/~fkuo/sobol/

class pyopus.misc.sobol.Sobol(dim)[source]

Constructs a Sobol sequence generator with dimension dim. The sequence members are in graycode order.


Returns a clone of self.


Returns n values as rows of a matrix with dim columns.


Returns the state of the generator.


Resets the generator.


Sets the state of the generator.


Skips n values.