/usr/include/openturns/LowDiscrepancySequenceImplementation.hxx is in libopenturns-dev 0.15-2.
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/**
* @file LowDiscrepancySequenceImplementation.hxx
* @brief This class is a top-level class for low discrepancy sequences
* simulation algorithms. It delegates to its children the effective
* history strategy.
*
* (C) Copyright 2005-2011 EDF-EADS-Phimeca
*
* This library is free software; you can redistribute it and/or
* modify it under the terms of the GNU Lesser General Public
* License as published by the Free Software Foundation; either
* version 2.1 of the License.
*
* This library is distributed in the hope that it will be useful
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
* Lesser General Public License for more details.
*
* You should have received a copy of the GNU Lesser General Public
* License along with this library; if not, write to the Free Software
* Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
*
* @author: $LastChangedBy$
* @date: $LastChangedDate$
* Id: $Id$
*/
#ifndef OPENTURNS_LOWDISCREPANCYSEQUENCEIMPLEMENTATION_HXX
#define OPENTURNS_LOWDISCREPANCYSEQUENCEIMPLEMENTATION_HXX
#include <stdint.h>
#include "PersistentObject.hxx"
#include "Interval.hxx"
#include "Indices.hxx"
#include "NumericalPoint.hxx"
#include "NumericalSample.hxx"
#include "Collection.hxx"
namespace OpenTURNS
{
namespace Base
{
namespace Stat
{
/**
* @class LowDiscrepancySequenceImplementation
*/
class LowDiscrepancySequenceImplementation
: public Base::Common::PersistentObject
{
CLASSNAME;
public:
typedef Type::NumericalPoint NumericalPoint;
typedef Type::Interval Interval;
typedef Type::Indices Indices;
/** Constructor with parameters */
explicit LowDiscrepancySequenceImplementation(const UnsignedLong dimension = 1);
/** Virtual constructor */
virtual LowDiscrepancySequenceImplementation * clone() const;
/** initialize the sequence */
virtual void initialize(const UnsignedLong dimension);
/** Dimension accessor */
UnsignedLong getDimension() const;
/** Generate a quasi-random vector of numbers uniformly distributed over [0, 1) */
virtual NumericalPoint generate();
/** Generate a sample of pseudo-random vectors of numbers uniformly distributed over [0, 1) */
virtual NumericalSample generate(const UnsignedLong size);
/** Compute the star discrepancy of a sample uniformly distributed over [0, 1) */
static NumericalScalar ComputeStarDiscrepancy(const NumericalSample & sample);
/** String converter */
virtual String __repr__() const;
private:
/** Compute the local discrepancy of a sample, given a multidimensionnal interval */
static NumericalScalar ComputeLocalDiscrepancy(const NumericalSample & sample,
const Interval & interval);
protected:
typedef Type::Collection<uint64_t> UInt64Collection;
/** Get the needed prime numbers */
static UInt64Collection GetPrimeNumbers(const Indices & indices);
/** Compute the n first prime numbers */
static UInt64Collection ComputeFirstPrimeNumbers(const UnsignedLong n);
/** Compute the least prime number greater or equal to n */
static uint64_t ComputeNextPrimeNumber(const UnsignedLong n);
/** Dimension parameter */
UnsignedLong dimension_;
} ; /* class LowDiscrepancySequenceImplementation */
} /* namespace Stat */
} /* namespace Base */
} /* namespace OpenTURNS */
#endif /* OPENTURNS_LOWDISCREPANCYSEQUENCEIMPLEMENTATION_HXX */
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