/usr/include/openturns/SobolSequence.hxx is in libopenturns-dev 0.15-2.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 | // -*- C++ -*-
/**
* @file SobolSequence.hxx
* @brief Implementation of the Sobol sequence
*
* (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_SOBOLSEQUENCE_HXX
#define OPENTURNS_SOBOLSEQUENCE_HXX
#include <stdint.h>
#include "LowDiscrepancySequenceImplementation.hxx"
namespace OpenTURNS
{
namespace Base
{
namespace Stat
{
/**
* @class SobolSequence
*/
class SobolSequence :
public LowDiscrepancySequenceImplementation
{
CLASSNAME;
public:
// this implementation supports dimensions up to 40
enum {MAXIMUM_NUMBER_OF_DIMENSION = 40};
static const UnsignedLong MaximumNumberOfDimension;
// this implementation has a cycle of 2^62 = ~5e18, thanks to the use of 64 bits integers (uint64_t)
enum {MAXIMUM_BASE2_LOGARITHM = 62};
static const UnsignedLong MaximumBase2Logarithm;
// this value is 2^-MaximumBase2Logarithm, precomputed to speed up generation
static const NumericalScalar Epsilon;
// maximum number of columns in InitialDirectionNumber array = 8
enum {MAXIMUM_INITIAL_DEGREE = 8};
static const UnsignedLong MaximumInitialDegree;
// numbers used to generate the coefficients of directionNumber_[][] each row corresponds to a component (dimension)
static const UnsignedLong InitialDirectionNumber[MAXIMUM_NUMBER_OF_DIMENSION][MAXIMUM_INITIAL_DEGREE];
// a primitive polynomial used to generate the sequence
static const uint64_t PrimitivePolynomial[MAXIMUM_NUMBER_OF_DIMENSION];
// the initial seed
static const UnsignedLong InitialSeed;
public:
typedef LowDiscrepancySequenceImplementation::NumericalPoint NumericalPoint;
/** Constructor with parameters */
explicit SobolSequence(const UnsignedLong dimension = 1);
/** Virtual constructor */
virtual SobolSequence * clone() const;
/** Initialize the sequence */
void initialize(const UnsignedLong dimension);
/** Generate a quasi-random vector of numbers uniformly distributed over [0, 1[ */
using LowDiscrepancySequenceImplementation::generate;
NumericalPoint generate();
/** String converter */
String __repr__() const;
protected:
/** The numbers used to generate the sequence */
uint64_t directionNumber_[MAXIMUM_NUMBER_OF_DIMENSION][MAXIMUM_BASE2_LOGARITHM];
uint64_t integerSequence_[MAXIMUM_NUMBER_OF_DIMENSION];
/** Current seed */
uint64_t seed_;
private:
/** return 2^n */
static uint64_t inline power2(const UnsignedLong n);
/** Returns the position of the lowest '0' in the binary representation of an unsigned integer */
static UnsignedLong computePositionOfLowest0Bit(const uint64_t number);
}; /* class SobolSequence */
} /* namespace Stat */
} /* namespace Base */
} /* namespace OpenTURNS */
#endif /* OPENTURNS_SOBOLSEQUENCE_HXX */
|