Defines a generator that produces quasi-random numbers according to a Sobol sequence http://en.wikipedia.org/wiki/Sobol_sequence. More...

#include <SobolSequence.h>

Inheritance diagram for Mantid::Kernel::SobolSequence:

Public Member Functions
void	generateNextPoint () override
	Generates the next value in the sequence. More...

SobolSequence &	operator= (const SobolSequence &)=delete
	Disable assignment operator. More...

void	restart () override
	Reset the sequence. More...

void	restore () override
	Restores the generator to the last saved point, or the beginning if nothing has been saved. More...

void	save () override
	Saves the current state of the generator. More...

	SobolSequence ()=delete
	Disable default constructor. More...

	SobolSequence (const SobolSequence &)=delete
	Disable copy operator. More...

	SobolSequence (const unsigned int ndims)
	Constructor taking the number of dimensions. More...

	~SobolSequence () override
	Destructor. More...

Public Member Functions inherited from Mantid::Kernel::QuasiRandomNumberSequence
	QuasiRandomNumberSequence (const unsigned int ndims)

Public Member Functions inherited from Mantid::Kernel::NDRandomNumberGenerator
	NDRandomNumberGenerator ()=delete
	Disable default constructor. More...

	NDRandomNumberGenerator (const NDRandomNumberGenerator &)=delete
	Disable copy operator. More...

	NDRandomNumberGenerator (const unsigned int ndims)
	Constructor. More...

const std::vector< double > &	nextPoint ()
	Generate the next set of values that form a point in ND space. More...

unsigned int	numberOfDimensions () const
	Returns the number of dimensions the point will be generated in, i.e. More...

NDRandomNumberGenerator &	operator= (const NDRandomNumberGenerator &)=delete
	Disable assignment operator. More...

virtual void	restart ()=0
	Restarts the generator from the beginning of the sequence. More...

virtual void	restore ()=0
	Restores the generator to the last saved point, or the beginning if nothing has been saved. More...

virtual void	save ()=0
	Saves the current state of the generator. More...

virtual	~NDRandomNumberGenerator ()=default
	Virtual destructor to ensure that all inheriting classes have one. More...

Private Member Functions
void	deleteCurrentGenerator ()
	Frees resources allocated by current generator. More...

void	setNumberOfDimensions (const unsigned int ndims)
	Set the number of dimensions. More...

Private Attributes
gsl_qrng *	m_gslGenerator
	GSL quasi-random number state generator. More...

gsl_qrng *	m_savedGenerator
	Allocated object for save state calls. More...

Additional Inherited Members
Protected Member Functions inherited from Mantid::Kernel::NDRandomNumberGenerator
void	cacheGeneratedValue (const size_t index, const double value)
	Cache a value for a given dimension index, i.e. 0->ND-1. More...

void	cacheNextPoint (const std::vector< double > &nextPoint)
	Cache the while point in one go. More...

virtual void	generateNextPoint ()=0
	Generate the next point. Override this in you concrete implementation. More...

std::vector< double > &	getNextPointCache ()
	Some generators need direct access to the cache. More...

Detailed Description

Defines a generator that produces quasi-random numbers according to a Sobol sequence http://en.wikipedia.org/wiki/Sobol_sequence.

Definition at line 26 of file SobolSequence.h.

Constructor & Destructor Documentation

◆ SobolSequence() [1/3]

Mantid::Kernel::SobolSequence::SobolSequence ( const unsigned int ndims )

explicit

Constructor taking the number of dimensions.

Constructor taking the number of dimensions for the sequence.

Definition at line 17 of file SobolSequence.cpp.

References setNumberOfDimensions().

◆ ~SobolSequence()

Mantid::Kernel::SobolSequence::~SobolSequence ( )

override

Destructor.

Definition at line 25 of file SobolSequence.cpp.

References deleteCurrentGenerator().

◆ SobolSequence() [2/3]

Mantid::Kernel::SobolSequence::SobolSequence ( )

delete

Disable default constructor.

◆ SobolSequence() [3/3]

Mantid::Kernel::SobolSequence::SobolSequence ( const SobolSequence & )

delete

Disable copy operator.

Member Function Documentation

◆ deleteCurrentGenerator()

void Mantid::Kernel::SobolSequence::deleteCurrentGenerator ( )

private

Frees resources allocated by current generator.

Definition at line 73 of file SobolSequence.cpp.

References m_gslGenerator, and m_savedGenerator.

Referenced by setNumberOfDimensions(), and ~SobolSequence().

◆ generateNextPoint()

void Mantid::Kernel::SobolSequence::generateNextPoint ( )

overridevirtual

Generates the next value in the sequence.

Returns the next number in the sequence.

Returns: A double giving the next number in the Sobol sequence for the current dimension

Implements Mantid::Kernel::NDRandomNumberGenerator.

Definition at line 32 of file SobolSequence.cpp.

References Mantid::Kernel::NDRandomNumberGenerator::getNextPointCache(), and m_gslGenerator.

◆ operator=()

SobolSequence & Mantid::Kernel::SobolSequence::operator= ( const SobolSequence & )

delete

Disable assignment operator.

◆ restart()

void Mantid::Kernel::SobolSequence::restart ( )

overridevirtual

Reset the sequence.

Reset state back to the start of the sequence.

Implements Mantid::Kernel::NDRandomNumberGenerator.

Definition at line 40 of file SobolSequence.cpp.

References m_gslGenerator.

Referenced by restore().

◆ restore()

void Mantid::Kernel::SobolSequence::restore ( )

overridevirtual

Restores the generator to the last saved point, or the beginning if nothing has been saved.

Implements Mantid::Kernel::NDRandomNumberGenerator.

Definition at line 47 of file SobolSequence.cpp.

References m_gslGenerator, m_savedGenerator, and restart().

◆ save()

void Mantid::Kernel::SobolSequence::save ( )

overridevirtual

Saves the current state of the generator.

Implements Mantid::Kernel::NDRandomNumberGenerator.

Definition at line 43 of file SobolSequence.cpp.

References m_gslGenerator, and m_savedGenerator.

◆ setNumberOfDimensions()

void Mantid::Kernel::SobolSequence::setNumberOfDimensions ( const unsigned int ndims )

private

Set the number of dimensions.

Sets the number of dimensions for the generator.

Note this destroys any previous state information including any saved state

Definition at line 59 of file SobolSequence.cpp.

References deleteCurrentGenerator(), and m_gslGenerator.

Referenced by SobolSequence().

Member Data Documentation

◆ m_gslGenerator

gsl_qrng* Mantid::Kernel::SobolSequence::m_gslGenerator

private

GSL quasi-random number state generator.

Definition at line 59 of file SobolSequence.h.

Referenced by deleteCurrentGenerator(), generateNextPoint(), restart(), restore(), save(), and setNumberOfDimensions().

◆ m_savedGenerator

gsl_qrng* Mantid::Kernel::SobolSequence::m_savedGenerator

private

Allocated object for save state calls.

Definition at line 61 of file SobolSequence.h.

Referenced by deleteCurrentGenerator(), restore(), and save().

The documentation for this class was generated from the following files:

Framework/Kernel/inc/MantidKernel/SobolSequence.h
Framework/Kernel/src/SobolSequence.cpp

Public Member Functions

Private Member Functions

Private Attributes

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ SobolSequence() [1/3]

◆ ~SobolSequence()

◆ SobolSequence() [2/3]

◆ SobolSequence() [3/3]

Member Function Documentation

◆ deleteCurrentGenerator()

◆ generateNextPoint()

◆ operator=()

◆ restart()

◆ restore()

◆ save()

◆ setNumberOfDimensions()

Member Data Documentation

◆ m_gslGenerator

◆ m_savedGenerator