Boost C++ Libraries

...one of the most highly regarded and expertly designed C++ library projects in the world. Herb Sutter and Andrei Alexandrescu, C++ Coding Standards

This is the documentation for a snapshot of the master branch, built from commit dd85cafccc.
PrevUpHomeNext

Type definition sobol

sobol

Synopsis

// In header: <boost/random/sobol.hpp>


typedef sobol_engine< boost::uint_least64_t, 64u, default_sobol_table > sobol;

Description

[Note] Note

This specialization of sobol_engine supports up to 3667 dimensions.

Data on the primitive binary polynomials a and the corresponding starting values m for Sobol sequences in up to 21201 dimensions was taken from

S. Joe and F. Y. Kuo, Constructing Sobol sequences with better two-dimensional projections, SIAM J. Sci. Comput. 30, 2635-2654 (2008).

See the original tables up to dimension 21201: https://web.archive.org/web/20170802022909/http://web.maths.unsw.edu.au/~fkuo/sobol/new-joe-kuo-6.21201

For practical reasons the default table uses only the subset of binary polynomials a < 216.

However, it is possible to provide your own table to sobol_engine should the default one be insufficient.


PrevUpHomeNext