SobolSequenceGenerator (Apache Commons Math 3.6.1 API)

java.lang.Object
- org.apache.commons.math3.random.SobolSequenceGenerator

All Implemented Interfaces:

RandomVectorGenerator
```
public class SobolSequenceGenerator
extends Object
implements RandomVectorGenerator
```
Implementation of a Sobol sequence.
A Sobol sequence is a low-discrepancy sequence with the property that for all values of N, its subsequence (x1, ... xN) has a low discrepancy. It can be used to generate pseudo-random points in a space S, which are equi-distributed.
The implementation already comes with support for up to 1000 dimensions with direction numbers calculated from Stephen Joe and Frances Kuo.
The generator supports two modes:
- sequential generation of points: nextVector()
- random access to the i-th point in the sequence: skipTo(int)
Since:

3.3

See Also:
Sobol sequence (Wikipedia), Sobol sequence direction numbers

Constructor Summary

Constructors
Constructor and Description
`SobolSequenceGenerator(int dimension)` Construct a new Sobol sequence generator for the given space dimension.
`SobolSequenceGenerator(int dimension, InputStream is)` Construct a new Sobol sequence generator for the given space dimension with direction vectors loaded from the given stream.

Method Summary

Methods
Modifier and Type	Method and Description
`int`	`getNextIndex()` Returns the index i of the next point in the Sobol sequence that will be returned by calling `nextVector()`.
`double[]`	`nextVector()` Generate a random vector.
`double[]`	`skipTo(int index)` Skip to the i-th point in the Sobol sequence.

Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

- Constructor Detail
  - SobolSequenceGenerator
```
public SobolSequenceGenerator(int dimension)
                       throws OutOfRangeException
```
    Construct a new Sobol sequence generator for the given space dimension.
    
    Parameters:
    dimension - the space dimension
    
    Throws:
    
    OutOfRangeException - if the space dimension is outside the allowed range of [1, 1000]
  - SobolSequenceGenerator
```
public SobolSequenceGenerator(int dimension,
                      InputStream is)
                       throws NotStrictlyPositiveException,
                              MathParseException,
                              IOException
```
    Construct a new Sobol sequence generator for the given space dimension with direction vectors loaded from the given stream.
    The expected format is identical to the files available from Stephen Joe and Frances Kuo. The first line will be ignored as it is assumed to contain only the column headers. The columns are:
    - d: the dimension
    - s: the degree of the primitive polynomial
    - a: the number representing the coefficients
    - m: the list of initial direction numbers
    Example:
```
 d       s       a       m_i
 2       1       0       1
 3       2       1       1 3
 
```
    The input stream must be an ASCII text containing one valid direction vector per line.
    Parameters:
    dimension - the space dimension
    is - the stream to read the direction vectors from
    
    Throws:
    
    NotStrictlyPositiveException - if the space dimension is < 1
    
    OutOfRangeException - if the space dimension is outside the range [1, max], where max refers to the maximum dimension found in the input stream
    
    MathParseException - if the content in the stream could not be parsed successfully
    
    IOException - if an error occurs while reading from the input stream
- Method Detail
  - nextVector
```
public double[] nextVector()
```
    Generate a random vector.
    
    Specified by:
    
    nextVector in interface RandomVectorGenerator
    
    Returns:
    a random vector as an array of double.
  - skipTo
```
public double[] skipTo(int index)
                throws NotPositiveException
```
    Skip to the i-th point in the Sobol sequence.
    This operation can be performed in O(1).
    
    Parameters:
    index - the index in the sequence to skip to
    
    Returns:
    the i-th point in the Sobol sequence
    
    Throws:
    
    NotPositiveException - if index < 0
  - getNextIndex
```
public int getNextIndex()
```
    Returns the index i of the next point in the Sobol sequence that will be returned by calling nextVector().
    
    Returns:
    the index of the next point

Class SobolSequenceGenerator

Constructor Summary

Method Summary

Methods inherited from class java.lang.Object

Constructor Detail

SobolSequenceGenerator

SobolSequenceGenerator

Method Detail

nextVector

skipTo

getNextIndex