sobolset class

Superclasses: qrandset

Sobol quasi-random point sets

Description

sobolset is a quasi-random point set class that produces points from the Sobol sequence. The Sobol sequence is a base-2 digital sequence that fills space in a highly uniform manner.

Construction

sobolsetConstruct Sobol quasi-random point set

Methods

Inherited Methods

Methods in the following table are inherited from qrandset.

dispDisplay qrandset object
endLast index in indexing expression for point set
lengthLength of point set
ndimsNumber of dimensions in matrix
netGenerate quasi-random point set
scrambleScramble quasi-random point set
sizeNumber of dimensions in matrix
subsrefSubscripted reference for qrandset

Properties

PointOrderPoint generation method

Inherited Properties

Properties in the following table are inherited from qrandset.

DimensionsNumber of dimensions
LeapInterval between points
ScrambleMethodSettings that control scrambling
SkipNumber of initial points to omit from sequence
TypeName of sequence on which point set P is based

Copy Semantics

Value. To learn how this affects your use of the class, see Comparing Handle and Value Classes in the MATLAB® Object-Oriented Programming documentation.

References

[1] Bratley, P., and B. L. Fox, "ALGORITHM 659 Implementing Sobol's Quasirandom Sequence Generator," ACM Transactions on Mathematical Software, Vol. 14, No. 1, pp. 88-100, 1988.

[2] Joe, S., and F. Y. Kuo, "Remark on Algorithm 659: Implementing Sobol's Quasirandom Sequence Generator," ACM Transactions on Mathematical Software, Vol. 29, No. 1, pp. 49-57, 2003.

[3] Hong, H. S., and F. J. Hickernell, "ALGORITHM 823: Implementing Scrambled Digital Sequences," ACM Transactions on Mathematical Software, Vol. 29, No. 2, pp. 95-109, 2003.

[4] Matousek, J., "On the L2-discrepancy for anchored boxes," Journal of Complexity, Vol. 14, pp. 527-556, 1998.

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