pagmo::util::discrepancy::sobol Class Reference

Sobol quasi-random point sequence. More...

#include <discrepancy.h>

Inheritance diagram for pagmo::util::discrepancy::sobol:

Public Member Functions
	sobol (unsigned int dim, unsigned int count)
	Constructor. More...
base_ptr	clone () const
	Clone method.
std::vector< double >	operator() ()
	Operator () More...
std::vector< double >	operator() (unsigned int n)
	Operator (unsigned int n) More...
Public Member Functions inherited from pagmo::util::discrepancy::base
	base (unsigned int dim, unsigned int count=1)
	Constructor. More...
virtual	~base ()
	Virtual destructor. Required as the class contains pure virtual methods.

Additional Inherited Members
Protected Attributes inherited from pagmo::util::discrepancy::base
unsigned int	m_dim
	Hypercube dimension where sampling with low-discrepancy.
unsigned int	m_count
	Starting point of the sequence (can be used to skip initial values)

Detailed Description

Sobol quasi-random point sequence.

Class that generates a quasi-random sequence of points in the unit hyper cube using the Sobol sequence. The code wraps original routines from the link below.

See also

http://people.sc.fsu.edu/~jburkardt/cpp_src/sobol/sobol.html

Author

c.ort.nosp@m.ega..nosp@m.absil.nosp@m.@gma.nosp@m.il.co.nosp@m.m

Definition at line 198 of file discrepancy.h.

Constructor & Destructor Documentation

pagmo::util::discrepancy::sobol::sobol	(	unsigned int	dim,
		unsigned int	count
	)

Constructor.

Parameters

[in]	dim	dimension of the hypercube
[in]	count	starting point of the sequence. choosing 0 wil add the point x=0

Exceptions

value_error

if dim not in [1,1111]

Definition at line 14780 of file discrepancy.cpp.

Member Function Documentation

std::vector< double > pagmo::util::discrepancy::sobol::operator() ( )

virtual

Operator ()

Returns the next point in the sequence

Returns

an std::vector<double> containing the next point

Implements pagmo::util::discrepancy::base.

Definition at line 14796 of file discrepancy.cpp.

std::vector< double > pagmo::util::discrepancy::sobol::operator() ( unsigned int  n )

virtual

Operator (unsigned int n)

Returns the n-th point in the sequence

Parameters

[in]

n

the point along the sequence to be returned

Returns

an std::vector<double> containing the n-th point

Implements pagmo::util::discrepancy::base.

Definition at line 14810 of file discrepancy.cpp.

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The documentation for this class was generated from the following files:

• discrepancy.h
• discrepancy.cpp