A Sobol sequence generator for Rust
This crate provides Sobol low-discrepancy quasirandom sequences which are useful for integration and other tasks. The sequence can cover a domain evenly with as little as a few points and will continue to progressively fill the space as more points are added.
For efficiency, sobol employs the recursive variant of the gray code optimization proposed by Antonov-Saleev.
Below are examples of 2-dimensional points drawn from Sobol and Uniform generators respectively. See an animated visualization here.
shell
cargo install sobol
Print the first 100 points from a 3-dimensional sequence:
```rust extern crate sobol;
use sobol::Sobol; use sobol::params::JoeKuoD6;
fn main() {
let params = JoeKuoD6::load();
let seq = Sobol::
for point in seq.take(100) { println!("{:?}", point); } } ```
In this example each component of the sequence is a 32-bit float but sobol also supports Rust's other numeric primitives. Floating point sequences span the unit hypercube (i.e. [0,1)) while integer valued sequences span the natural domain of the selected type. For example, u16 typed sequences will have components between 0 and 65,536.
Initialization values (aka "parameters") supporting up to 21,201 dimensions are provided courtesy of Stephen Joe and Frances Kuo (source) and are accessible via sobol::params::JoeKuoD6. Custom values can be used by implementing the sobol::params::SobolParams trait.
If used, the provided JoeKuoD6 params are embedded into your project by Rust. To minimize the the size of your binary, JoeKuoD6 provides three parameter sets depending on the maximum dimensionality of your sequence:
| Source | Supported Dims | Approx. Size |
| ------ | -------------- | ------------ |
| JoeKuoD6::load_minimal() | 100 | 1kb |
| JoeKuoD6::load() | 1,000 | 20kb |
| JoeKuoD6::load_extended() | 21,201 | 690kb |
Joe, Stephen, and Frances Y. Kuo. "Notes on Generating Sobol Sequences." (n.d.): n. pag. Aug. 2008. Web.
"Sobol Sequence." Wikipedia. Wikimedia Foundation, n.d. Web. 25 Feb. 2015.
Everything in this repo is BSD License unless otherwise specified
sobol-rs (c) 2020 Weston Siegenthaler