npstat::SobolGenerator Class Reference
Inheritance diagram for npstat::SobolGenerator:
Detailed DescriptionGenerator of Sobol sequences. Based on the "i8_sobol" function written by John Burkardt: http://people.sc.fsu.edu/~jburkardt/cpp_src/sobol/sobol.html Member Enumeration Documentation◆ anonymous enum
Maximum number of dimensions and maximum number of points which can be generated by this code (the latter equals pow(2,LOG_MAX)) Constructor & Destructor Documentation◆ SobolGenerator()
Constructor arguments are as follows: dim – dimensionality of the point set maxPowerOfTwo – maximum number of points which can be made by this generator will be 2^maxPowerOfTwo. maxPowerOfTwo must not be less than 2 and must not exceed LOG_MAX. nSkip – number of events to skip at the beginning in order to "warm up" the generator. Reasonable values of this argument are 2^(maxPowerOfTwo-k), with some small k > 0. Member Function Documentation◆ dim()
Dimensionality of the generated vectors (or points). It is expected that "dim()" will always be 1 for pseudo-random (as opposed to quasi-random) generators. Implements npstat::AbsRandomGenerator. Reimplemented in npstat::HOSobolGenerator. ◆ maxPoints()
Maximum number of points which can be meaningfully produced by this generator (this is usually the generator period). If 0 is returned, it means that this number is larger than the maximum value of unsigned long long (which is typically 2^64 - 1). Override as necessary. Reimplemented from npstat::AbsRandomGenerator. ◆ operator()()
Standard 1-d generator function. It should generate a run-time error for essentially multivariate generators whose dimensionality is larger than 1. Implements npstat::AbsRandomGenerator. ◆ run()
Generate a bunch of points. Multivariate generators must override this. Here, the effective dimensionality of the generator is bufLen/nPt. Reimplemented from npstat::AbsRandomGenerator. Reimplemented in npstat::HOSobolGenerator. The documentation for this class was generated from the following file: Generated by 1.9.1 |