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Low Discrepancy Toolbox >> Low Discrepancy Toolbox > Macro Generators > lowdisc_sobolstart

lowdisc_sobolstart

Initialize the Sobol sequence.

Calling Sequence

[ v , maxcol , lastq , count , recipd ] = lowdisc_sobolstart ( dim_num )

Parameters

dim_num :

a 1 x 1 matrix of floating point integers, the current number of dimensions. We expect to have 1<= dim_num<= 40, since no more that 40 polynomials are stored in the database.

v :

a dimmax x logmax matrix of floating point integers, table of direction numbers. We have dimmax = 40 and logmax = 30. Each row corresponds to a primitive polynomial. The numbers in v are actually binary fractions.

maxcol :

a 1 x 1 matrix of floating point integers, number of bits in atmost

lastq :

a dim_num x 1 matrix of floating point integers, the numerators of the last vector generated

count :

a 1 x 1 matrix of floating point integers, the index of the element in the sequence

recipd :

(1/denominator) for the numerators lastq

Description

Returns the initial data for use in a Sobol sequence.

In the algorithm, the variable atmost is the maximum number of calls to the generator. We have atmost = 2^logmax - 1 with logmax = 30. This leads to atmost = 1.074 x 10^9.

This routine is designed to be used with the lowdisc_sobolnext() and lowdisc_sobolskip() functions.

Authors

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