from __future__ import division import math import sys import numpy as np from .directions import directions if sys.version_info[0] > 2: long = int #============================================================================== # The following code is based on the Sobol sequence generator by Frances # Y. Kuo and Stephen Joe. The license terms are provided below. # # Copyright (c) 2008, Frances Y. Kuo and Stephen Joe # All rights reserved. # # Redistribution and use in source and binary forms, with or without # modification, are permitted provided that the following conditions are # met: # # Redistributions of source code must retain the above copyright # notice, this list of conditions and the following disclaimer. # # Redistributions in binary form must reproduce the above copyright # notice, this list of conditions and the following disclaimer in the # documentation and/or other materials provided with the distribution. # # Neither the names of the copyright holders nor the names of the # University of New South Wales and the University of Waikato # and its contributors may be used to endorse or promote products derived # from this software without specific prior written permission. # # THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS ``AS IS'' AND ANY # EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED # WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE # DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDERS BE LIABLE FOR ANY # DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL # DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS # OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) # HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, # STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN # ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE # POSSIBILITY OF SUCH DAMAGE. #============================================================================== def sample(N, D): """Generate (N x D) numpy array of Sobol sequence samples""" scale = 31 result = np.zeros([N, D]) if D > len(directions) + 1: raise ValueError("Error in Sobol sequence: not enough dimensions") L = int(math.ceil(math.log(N) / math.log(2))) if L > scale: raise ValueError("Error in Sobol sequence: not enough bits") for i in range(D): V = np.zeros(L + 1, dtype=long) if i == 0: for j in range(1, L + 1): V[j] = 1 << (scale - j) # all m's = 1 else: m = np.array(directions[i - 1], dtype=int) a = m[0] s = len(m) - 1 # The following code discards the first row of the ``m`` array # Because it has floating point errors, e.g. values of 2.24e-314 if L <= s: for j in range(1, L + 1): V[j] = m[j] << (scale - j) else: for j in range(1, s + 1): V[j] = m[j] << (scale - j) for j in range(s + 1, L + 1): V[j] = V[j - s] ^ (V[j - s] >> s) for k in range(1, s): V[j] ^= ((a >> (s - 1 - k)) & 1) * V[j - k] X = long(0) for j in range(1, N): X ^= V[index_of_least_significant_zero_bit(j - 1)] result[j][i] = float(X / math.pow(2, scale)) return result def index_of_least_significant_zero_bit(value): index = 1 while((value & 1) != 0): value >>= 1 index += 1 return index