9.4. pyopus.misc.sobol — Sobol sequence generator

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)

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

clone()

Returns a clone of self.

get(n)

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

get_state()

Returns the state of the generator.

reset()

Resets the generator.

set_state(state)

Sets the state of the generator.

skip(n)

Skips n values.