<< lowdisc_cget Sequences lowdisc_destroy >>

Low Discrepancy >> Low Discrepancy > Sequences > lowdisc_configure

lowdisc_configure

Configure a field of the object and returns the modified object.

Calling Sequence

this = lowdisc_configure (this,key,value)

Parameters

this:

the current object

key:

a string. The name of the option to get. All options which can be set with lowdisc_configure can be get with lowdisc_cget.

value:

the value associated with the key. Its type depends on the value of the key.

Description

This command allows to configure the state of the current object. It requires to take the current object both as an input and output argument.

To get a global overview of the supported options, please use

help lowdisc_options

The following keys are available: "-dimension", "-skip", "-leap", "-verbose", "-coordinate".

Some sequences can be configured in order to increase their maximum dimension. These sequences accept the "-primeslist" option. The sequences which are sensitive to this option are : "halton", "faure".

For the "niederreiter" sequence (Fast Niederreiter sequence in arbitrary base), we can configure the base as following.

For the "halton" sequence, we can configure the scrambling as following.

For the "sobol" sequence, we can configure the scrambling as following.

Some expertise is required to configure the skip and leap options. The skip option can improve the Faure, Sobol and Niederreiter sequences. The leap option can improve the Halton sequence, although Kocis and Whiten also tried to leap the Faure and Sobol sequences. This can lead to some trouble for non-experts. For that purpose, we designed the following functions.

These functions have been designed to include suggestions by various authors to improve the sequences. In the situation where we have no knowledge of the settings to use, these functions may be used. Still, these have not been included as defaults, which authorizes a more aware choice of the parameters.

Some sequences are limited in the maximum number of dimensions, because they use internally fixed tables of parameters (e.g. the Sobol sequence). Some other sequences can be extended with the "-primeslist" option. The "-primeslist" option can be configure with a table of primes computed with the number_primes100(), number_primes1000() or number_primes10000() functions. The maximum dimension which can be attained with these tables depends on the sequence. See the specific settings of each sequence below for detail.

Examples

lds = lowdisc_new("faure");
lds = lowdisc_configure(lds,"-dimension",3);
method = lowdisc_cget(lds,"-method")
nbdim = lowdisc_cget(lds,"-dimension")
i = lowdisc_get(lds,"-index")
verbose = lowdisc_cget(lds,"-verbose")
lds
lds = lowdisc_destroy(lds);

// See a Scrambled Halton sequence.
lds = lowdisc_new("halton");
lds = lowdisc_configure(lds,"-dimension",44);
lds = lowdisc_configure(lds,"-scrambling","RR2");
[lds,u] = lowdisc_next (lds,500);
lds = lowdisc_destroy(lds);
scf();
plot(u(:,43),u(:,44),"b.");

Authors

Bibliography

[1] Kocis, L., and W. J. Whiten. "Computational Investigations of Low-Discrepancy Sequences." ACM Transactions on Mathematical Software. Vol. 23, No. 2, 1997, pp. 266–294.

[2] B. Vandewoestyne and R. Cools, "Good permutations for deterministic scrambled Halton sequences in terms of L2-discrepancy", Computational and Applied Mathematics 189, 2006.


Report an issue
<< lowdisc_cget Sequences lowdisc_destroy >>