Package org.moeaframework.util.sequence

Class Sobol

java.lang.Object
org.moeaframework.util.sequence.Sobol
All Implemented Interfaces:
Sequence
public class Sobol extends Object implements Sequence
Generates sequences using the Sobol' low-discrepancy sequence generator. When replacing uniformly random numbers in Monte-Carlo integration, the error growth rate is reduced from 1.0/sqrt(n) to 1.0/n, where n is the size of the sequence.

  • Constructor Summary

    Constructors
    Constructor
    Description
    Sobol()
    Constructs a Sobol' low-discrepancy sequence generator.

  • Method Summary

    Modifier and Type
    Method
    Description
    double[][]
    generate(int N, int D)
    Returns a N x D matrix of real numbers in the range [0, 1].

    Methods inherited from class java.lang.Object

    clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

  • Constructor Details

    • Sobol

      public Sobol()
      Constructs a Sobol' low-discrepancy sequence generator.

  • Method Details

    • generate

      public double[][] generate(int N, int D)
      Description copied from interface: Sequence
      Returns a N x D matrix of real numbers in the range [0, 1].
      Specified by:
      generate in interface Sequence
      Parameters:
      N - the number of sample points
      D - the dimension of each sample point
      Returns:
      a N x D matrix of real numbers in the range [0, 1]