SobolSequence

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../../_images/openturns-SobolSequence-1.png
class SobolSequence(*args)

Sobol sequence.

Available constructors:

SobolSequence(dimension=1)

Parameters:
dimensionpositive int, 1\leq d \leq 1111

Dimension of the points.

Examples

>>> import openturns as ot
>>> sequence = ot.SobolSequence(2)
>>> print(sequence.generate(5))
0 : [ 0.5   0.5   ]
1 : [ 0.75  0.25  ]
2 : [ 0.25  0.75  ]
3 : [ 0.375 0.375 ]
4 : [ 0.875 0.875 ]

Methods

ComputeStarDiscrepancy(sample)

Compute the star discrepancy of a sample uniformly distributed over [0, 1).

generate(*args)

Generate a sample of pseudo-random vectors of numbers uniformly distributed over [0, 1).

getClassName()

Accessor to the object's name.

getDimension()

Accessor to the dimension of the points of the low discrepancy sequence.

getId()

Accessor to the object's id.

getName()

Accessor to the object's name.

getScramblingState()

Accessor to the linear congruential generator (LCG) used to scramble the sequences.

getShadowedId()

Accessor to the object's shadowed id.

getVisibility()

Accessor to the object's visibility state.

hasName()

Test if the object is named.

hasVisibleName()

Test if the object has a distinguishable name.

initialize(dimension)

Initialize the sequence.

setName(name)

Accessor to the object's name.

setScramblingState(state)

Accessor to the linear congruential generator (LCG) used to scramble the sequences.

setShadowedId(id)

Accessor to the object's shadowed id.

setVisibility(visible)

Accessor to the object's visibility state.

__init__(*args)
static ComputeStarDiscrepancy(sample)

Compute the star discrepancy of a sample uniformly distributed over [0, 1).

Parameters:
sample2-d sequence of float
Returns:
starDiscrepancyfloat

Star discrepancy of a sample uniformly distributed over [0, 1).

Examples

>>> import openturns as ot
>>> # Create a sequence of 3 points of 2 dimensions
>>> sequence = ot.LowDiscrepancySequence(ot.SobolSequence(2))
>>> sample = sequence.generate(16)
>>> print(sequence.computeStarDiscrepancy(sample))
0.12890625
>>> sample = sequence.generate(64)
>>> print(sequence.computeStarDiscrepancy(sample))
0.0537109375
generate(*args)

Generate a sample of pseudo-random vectors of numbers uniformly distributed over [0, 1).

Parameters:
sizeint

Number of points to be generated. Default is 1.

Returns:
sampleSample

Sample of pseudo-random vectors of numbers uniformly distributed over [0, 1).

Examples

>>> import openturns as ot
>>> # Create a sequence of 3 points of 2 dimensions
>>> sequence = ot.LowDiscrepancySequence(ot.SobolSequence(2))
>>> print(sequence.generate(3))
0 : [ 0.5  0.5  ]
1 : [ 0.75 0.25 ]
2 : [ 0.25 0.75 ]
getClassName()

Accessor to the object’s name.

Returns:
class_namestr

The object class name (object.__class__.__name__).

getDimension()

Accessor to the dimension of the points of the low discrepancy sequence.

Returns:
dimensionint

Dimension of the points of the low discrepancy sequence.

getId()

Accessor to the object’s id.

Returns:
idint

Internal unique identifier.

getName()

Accessor to the object’s name.

Returns:
namestr

The name of the object.

getScramblingState()

Accessor to the linear congruential generator (LCG) used to scramble the sequences.

Returns:
stateint

The state of the LCG, defined by the recursion x_{n+1}=(2862933555777941757 * x_n + 3037000493)\mbox{ mod }2^{64}.

getShadowedId()

Accessor to the object’s shadowed id.

Returns:
idint

Internal unique identifier.

getVisibility()

Accessor to the object’s visibility state.

Returns:
visiblebool

Visibility flag.

hasName()

Test if the object is named.

Returns:
hasNamebool

True if the name is not empty.

hasVisibleName()

Test if the object has a distinguishable name.

Returns:
hasVisibleNamebool

True if the name is not empty and not the default one.

initialize(dimension)

Initialize the sequence.

Parameters:
dimensionint

Dimension of the points of the low discrepancy sequence.

Examples

>>> import openturns as ot
>>> # Create a sequence of 3 points of 2 dimensions
>>> sequence = ot.LowDiscrepancySequence(ot.SobolSequence(2))
>>> print(sequence.generate(3))
0 : [ 0.5  0.5  ]
1 : [ 0.75 0.25 ]
2 : [ 0.25 0.75 ]
>>> print(sequence.generate(3))
0 : [ 0.375 0.375 ]
1 : [ 0.875 0.875 ]
2 : [ 0.625 0.125 ]
>>> sequence.initialize(2)
>>> print(sequence.generate(3))
0 : [ 0.5  0.5  ]
1 : [ 0.75 0.25 ]
2 : [ 0.25 0.75 ]
setName(name)

Accessor to the object’s name.

Parameters:
namestr

The name of the object.

setScramblingState(state)

Accessor to the linear congruential generator (LCG) used to scramble the sequences.

Parameters:
stateint

The state of the LCG, defined by the recursion x_{n+1}=2862933555777941757 * x_n + 3037000493\mbox{ mod }2^{64}.

setShadowedId(id)

Accessor to the object’s shadowed id.

Parameters:
idint

Internal unique identifier.

setVisibility(visible)

Accessor to the object’s visibility state.

Parameters:
visiblebool

Visibility flag.

Examples using the class

Create a polynomial chaos metamodel by integration on the cantilever beam

Create a polynomial chaos metamodel by integration on the cantilever beam

Use a randomized QMC algorithm

Use a randomized QMC algorithm

Time variant system reliability problem

Time variant system reliability problem

Various design of experiments in OpenTURNS

Various design of experiments in OpenTURNS

Generate low discrepancy sequences

Generate low discrepancy sequences

Optimization of the Rastrigin test function

Optimization of the Rastrigin test function