/usr/include/openturns/SobolSequence.hxx is in libopenturns-dev 1.5-7build2.
This file is owned by root:root, with mode 0o644.
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/**
* @file SobolSequence.hxx
* @brief Implementation of the Sobol sequence
*
* Copyright 2005-2015 Airbus-EDF-IMACS-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 3 of the License, or
* (at your option) any later version.
*
* 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
* along with this library. If not, see <http://www.gnu.org/licenses/>.
*
* @author schueller
* @date 2012-07-16 15:59:45 +0200 (Mon, 16 Jul 2012)
*/
#ifndef OPENTURNS_SOBOLSEQUENCE_HXX
#define OPENTURNS_SOBOLSEQUENCE_HXX
#include "LowDiscrepancySequenceImplementation.hxx"
BEGIN_NAMESPACE_OPENTURNS
/**
* @class SobolSequence
*/
class OT_API SobolSequence :
public LowDiscrepancySequenceImplementation
{
CLASSNAME;
public:
// this implementation supports dimensions up to 40
static const UnsignedInteger MaximumNumberOfDimension;
// this implementation has a cycle of 2^62 = ~5e18, thanks to the use of 64 bits integers (Unsigned64BitsInteger)
static const UnsignedInteger MaximumBase2Logarithm;
// this value is 2^-MaximumBase2Logarithm, precomputed to speed up generation
static const NumericalScalar Epsilon;
// maximum number of columns in InitialBase array = 8
static const UnsignedInteger MaximumInitialDegree;
// numbers used to generate the coefficients of directionNumber_[][] each row corresponds to a component (dimension)
static const UnsignedInteger InitialBase[];
// a primitive polynomial used to generate the sequence
static const Unsigned64BitsInteger PrimitivePolynomial[];
public:
/** Constructor with parameters */
explicit SobolSequence(const UnsignedInteger dimension = 1);
/** Virtual constructor */
virtual SobolSequence * clone() const;
/** Initialize the sequence */
void initialize(const UnsignedInteger dimension);
/** Generate a quasi-random vector of numbers uniformly distributed over [0, 1[ */
using LowDiscrepancySequenceImplementation::generate;
NumericalPoint generate();
/** String converter */
String __repr__() const;
/** Method save() stores the object through the StorageManager */
void save(Advocate & adv) const;
/** Method load() reloads the object from the StorageManager */
void load(Advocate & adv);
protected:
/** The numbers used to generate the sequence */
Unsigned64BitsIntegerPersistentCollection base_;
Unsigned64BitsIntegerPersistentCollection coefficients_;
/** Current seed */
Unsigned64BitsInteger seed_;
private:
/** return 2^n */
static Unsigned64BitsInteger inline power2(const UnsignedInteger n);
/** Returns the position of the lowest '0' in the binary representation of an unsigned integer */
static UnsignedInteger computePositionOfLowest0Bit(const Unsigned64BitsInteger number);
}; /* class SobolSequence */
END_NAMESPACE_OPENTURNS
#endif /* OPENTURNS_SOBOLSEQUENCE_HXX */
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