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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

 sobolset Construct Sobol quasi-random point set

Methods

Inherited Methods

Methods in the following table are inherited from qrandset.

 disp Display qrandset object end Last index in indexing expression for point set length Length of point set ndims Number of dimensions in matrix net Generate quasi-random point set scramble Scramble quasi-random point set size Number of dimensions in matrix subsref Subscripted reference for qrandset

Properties

 PointOrder Point generation method

Inherited Properties

Properties in the following table are inherited from qrandset.

 Dimensions Number of dimensions Leap Interval between points ScrambleMethod Settings that control scrambling Skip Number of initial points to omit from sequence Type Name 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.