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

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

Method Summary

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 Detail

Sobol

public Sobol()

Constructs a Sobol' low-discrepancy sequence generator.

Method Detail

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]