NAME

PDL::RandVar::Sobol -- Sobol subrandom sequences

VERSION

Current version is 1.0

SYNOPSIS

use PDL::RandVar::Sobol;
$m = new PDL::RandVar::Sobol

DESCRIPTION

Sobol subrandom sequences are used for more uniform sampling of a domain than normal random variables can achieve. They're described cursorily in W.H. Press's _Numerical_ _Recipes_, 2nd edition, section 7.7 (Cambridge Univ. Press), and this implementation is based on their description.

History

0.01    4-Dec-2001 -- Basic functionality (CED)
0.1    11-Dec-2001 -- First fully functional version (CED)
1.0     9-Jan-2002 -- Tests out OK (CED)

Author, license, no warranty

This file copyright(C) 2001, 2002 Craig DeForest (cdeforest@solar.stanford.edu). This software/documentation may be distributed under the same terms as PDL itself (license available at http://pdl.perl.org). This package comes with NO WARRANTY.

Bugs:

Should have a way of reproducibly seeding the initial values. For now, you always get the same initial seed with every random variable -- this is the Wrong way to do it.

FUNCTIONS

new

Construct a new Sobol subrandom variable

Signature: (See PDL::RandVar::new)

$a = new PDL::RandVar::Sobol(<size>,<opt>);

Options:

range

2xn piddle containing min and max values for each dimension.

$a = new PDL::RandVar::Sobol(2,{range=>pdl([$xmin,$xmax],[$ymin,$ymax])});
$xy = sample $a;