Sobol¶

class modcma.sampling.Sobol(d: int, seed: int = 0)¶

Bases: collections.abc.Iterator

Iterator implementing Sobol Quasi random sequences.

This is an iterator version of the version implemented in the python package: sobol-seq==0.2.0. This version is 4x faster due to better usage of numpy vectorization.

d¶

dimension

Type: int

seed¶

sample seed

Type: int

v¶

array of sample directions

Type: np.ndarray

recipd¶

1/(common denominator of the elements in v)

Type: int

lastq¶

vector containing last sample directions

Type: np.ndarray

Methods Summary

`h1`(n)	Return high 1 bit index for a given integer.
`l0`(n)	Return low 0 bit index for a given integer.

Methods Documentation

static h1(n: int) → int¶: Return high 1 bit index for a given integer.

static l0(n: int) → int¶: Return low 0 bit index for a given integer.