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sobol.py
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Created
Sat, Aug 17, 17:33
Size
3 KB
Mime Type
text/x-python
Expires
Mon, Aug 19, 17:33 (1 d, 23 h)
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blob
Format
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19907704
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R6746 RationalROMPy
sobol.py
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# Copyright (C) 2018 by the RROMPy authors
#
# This file is part of RROMPy.
#
# RROMPy 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.
#
# RROMPy 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 RROMPy. If not, see <http://www.gnu.org/licenses/>.
#
import
numpy
as
np
from
rrompy.utilities.exception_manager
import
RROMPyException
__all__
=
[
'sobolGenerate'
]
def
low2bit
(
n
):
if
n
<
0
:
raise
RROMPyException
(
"Only positive integers allowed."
)
j
=
2
while
(
n
%
j
)
//
(
j
/
2
)
==
1
:
j
=
j
*
2
return
int
(
np
.
log2
(
j
))
-
1
def
sobolGenerate
(
dim_num
,
n
,
seed
=
0
):
SEEDBITS
=
30
v
=
np
.
zeros
((
dim_num
,
SEEDBITS
),
dtype
=
int
)
v
[:,
0
]
=
1
v
[
2
:,
1
]
=
np
.
array
([
1
,
3
,
1
,
3
,
1
,
3
,
3
,
1
,
3
,
1
,
3
,
1
,
3
,
1
,
1
,
3
,
1
,
3
,
1
,
3
,
1
,
3
,
3
,
1
,
3
,
1
,
3
,
1
,
3
,
1
,
1
,
3
,
1
,
3
,
1
,
3
,
1
,
3
])[:
max
(
0
,
dim_num
-
2
)]
v
[
3
:,
2
]
=
np
.
array
([
7
,
5
,
1
,
3
,
3
,
7
,
5
,
5
,
7
,
7
,
1
,
3
,
3
,
7
,
5
,
1
,
1
,
5
,
3
,
3
,
1
,
7
,
5
,
1
,
3
,
3
,
7
,
5
,
1
,
1
,
5
,
7
,
7
,
5
,
1
,
3
,
3
])[:
max
(
0
,
dim_num
-
3
)]
v
[
5
:,
3
]
=
np
.
array
([
1
,
7
,
9
,
13
,
11
,
1
,
3
,
7
,
9
,
5
,
13
,
13
,
11
,
3
,
15
,
5
,
3
,
15
,
7
,
9
,
13
,
9
,
1
,
11
,
7
,
5
,
15
,
1
,
15
,
11
,
5
,
3
,
1
,
7
,
9
])[:
max
(
0
,
dim_num
-
5
)]
v
[
7
:,
4
]
=
np
.
array
([
9
,
3
,
27
,
15
,
29
,
21
,
23
,
19
,
11
,
25
,
7
,
13
,
17
,
1
,
25
,
29
,
3
,
31
,
11
,
5
,
23
,
27
,
19
,
21
,
5
,
1
,
17
,
13
,
7
,
15
,
9
,
31
,
9
])[:
max
(
0
,
dim_num
-
7
)]
v
[
13
:,
5
]
=
np
.
array
([
37
,
33
,
7
,
5
,
11
,
39
,
63
,
27
,
17
,
15
,
23
,
29
,
3
,
21
,
13
,
31
,
25
,
9
,
49
,
33
,
19
,
29
,
11
,
19
,
27
,
15
,
25
])[:
max
(
0
,
dim_num
-
13
)]
v
[
19
:,
6
]
=
np
.
array
([
13
,
33
,
115
,
41
,
79
,
17
,
29
,
119
,
75
,
73
,
105
,
7
,
59
,
65
,
21
,
3
,
113
,
61
,
89
,
45
,
107
])[:
max
(
0
,
dim_num
-
19
)]
v
[
37
:,
7
]
=
np
.
array
([
7
,
23
,
39
])[:
max
(
0
,
dim_num
-
37
)]
poly
=
[
1
,
3
,
7
,
11
,
13
,
19
,
25
,
37
,
59
,
47
,
61
,
55
,
41
,
67
,
97
,
91
,
109
,
103
,
115
,
131
,
193
,
137
,
145
,
143
,
241
,
157
,
185
,
167
,
229
,
171
,
213
,
191
,
253
,
203
,
211
,
239
,
247
,
285
,
369
,
299
]
v
[
0
,
:]
=
1
for
i
in
range
(
1
,
dim_num
):
j
=
poly
[
i
]
m
=
int
(
1
+
np
.
floor
(
np
.
log2
(
j
)))
includ
=
np
.
array
([
int
(
x
)
for
x
in
"{0:b}"
.
format
(
j
)],
dtype
=
int
)
for
j
in
range
(
m
-
1
,
SEEDBITS
):
newv
=
v
[
i
,
j
-
m
+
1
]
l
=
1
for
k
in
range
(
1
,
m
):
l
*=
2
if
includ
[
k
]:
newv
=
np
.
bitwise_xor
(
newv
,
l
*
v
[
i
,
j
-
k
])
v
[
i
,
j
]
=
newv
v
=
np
.
multiply
(
v
,
np
.
power
(
2
,
np
.
arange
(
SEEDBITS
)[::
-
1
]))
recipd
=
np
.
power
(
2.
,
-
SEEDBITS
)
lastq
=
np
.
zeros
(
dim_num
,
dtype
=
int
)
####
if
seed
<
0
:
seed
=
0
for
seed_temp
in
range
(
seed
):
l
=
low2bit
(
seed_temp
)
lastq
=
np
.
bitwise_xor
(
lastq
,
v
[:,
l
])
r
=
np
.
empty
((
n
,
dim_num
))
for
seed_temp
in
range
(
seed
,
seed
+
n
):
l
=
low2bit
(
seed_temp
)
r
[
seed_temp
-
seed
,
:]
=
lastq
*
recipd
lastq
=
np
.
bitwise_xor
(
lastq
,
v
[:,
l
])
return
r
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