Metadata-Version: 2.1
Name: SobolSequence
Version: 0.2.1
Summary: Sobol sequence generator
Home-page: https://github.com/DavidWalz/sobol
Author: David Walz
License: UNKNOWN
Description: [![PyPI version](https://badge.fury.io/py/SobolSequence.svg)](https://badge.fury.io/py/SobolSequence)
        [![Build Status](https://travis-ci.org/DavidWalz/sobol.svg?branch=master)](https://travis-ci.org/DavidWalz/sobol)
        # Sobol
        Concise implementation of the Sobol sequence for generating low-discrepancy quasi-random numbers in up to 1111 dimensions.
        
        *Note*: `scipy>=1.7` features a [qmc module](https://scipy.github.io/devdocs/reference/stats.qmc.html) with a better Sobol implementation. 
        
        ### Install
        ```
        pip install sobolsequence
        ```
        
        ### Usage 
        ```python
        import sobol
        
        sobol.sample(dimension=3, n_points=5)
        array([[0.5  , 0.5  , 0.5  ],
               [0.75 , 0.25 , 0.75 ],
               [0.25 , 0.75 , 0.25 ],
               [0.375, 0.375, 0.625],
               [0.875, 0.875, 0.125]])
        ```
        Skip the first `n` points:
        ```python
        sobol.sample(dimension=3, n_points=5, skip=10000)
        ```
        Sample point by point using the underlying generator:
        ```python
        sob = sobol.generator(dimension=5)
        for i in range(10):
            print(next(sob))
        ```
        
        ### References
        This implementation is based on the Python version by Corrado Chisari available [here](https://people.sc.fsu.edu/~jburkardt/py_src/sobol/sobol.html).
        * Antonov, Saleev, USSR Computational Mathematics and Mathematical Physics,
          Volume 19, 1980, pages 252 - 256.
        * Paul Bratley, Bennett Fox, Algorithm 659: Implementing Sobol's Quasirandom Sequence Generator,
          ACM Transactions on Mathematical Software, Volume 14, Number 1, pages 88-100, 1988.
        * Bennett Fox, Algorithm 647: Implementation and Relative Efficiency of Quasirandom Sequence Generators,
          ACM Transactions on Mathematical Software, Volume 12, Number 4, pages 362-376, 1986.
        * Ilya Sobol, USSR Computational Mathematics and Mathematical Physics,
          Volume 16, pages 236-242, 1977.
        * Ilya Sobol, Levitan, The Production of Points Uniformly Distributed in a Multidimensional Cube (in Russian),
          Preprint IPM Akad. Nauk SSSR, Number 40, Moscow 1976.
        
        The direction numbers from Joe and Kuo are available [here](https://web.maths.unsw.edu.au/~fkuo/sobol/).
        * Stephen Joe and Frances Kuo, Remark on Algorithm 659: Implementing Sobol's quasirandom sequence generator, 
          ACM Trans. Math. Softw. 29, 49-57 (2003), http://doi.acm.org/10.1145/641876.641879
        * Stephen Joe and Frances Kuo, Constructing Sobol sequences with better two-dimensional projections, 
          SIAM J. Sci. Comput. 30, 2635-2654 (2008), https://doi.org/10.1137/070709359
        
Platform: UNKNOWN
Classifier: Programming Language :: Python :: 3
Classifier: License :: OSI Approved :: MIT License
Classifier: Operating System :: OS Independent
Classifier: Development Status :: 7 - Inactive
Classifier: Topic :: Scientific/Engineering
Requires-Python: >=3.5
Description-Content-Type: text/markdown
