1<!DOCTYPE html PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN" "http://www.w3.org/TR/html4/loose.dtd"> 2<html> 3<head> 4<meta http-equiv="Content-Type" content="text/html; charset=UTF-8"> 5<title>Type definition sobol</title> 6<link rel="stylesheet" href="../../../../doc/src/boostbook.css" type="text/css"> 7<meta name="generator" content="DocBook XSL Stylesheets V1.79.1"> 8<link rel="home" href="../../index.html" title="The Boost C++ Libraries BoostBook Documentation Subset"> 9<link rel="up" href="../../boost_random/reference.html#header.boost.random.sobol_hpp" title="Header <boost/random/sobol.hpp>"> 10<link rel="prev" href="sobol_engine.html" title="Class template sobol_engine"> 11<link rel="next" href="student_t_distribution.html" title="Class template student_t_distribution"> 12</head> 13<body bgcolor="white" text="black" link="#0000FF" vlink="#840084" alink="#0000FF"> 14<table cellpadding="2" width="100%"><tr> 15<td valign="top"><img alt="Boost C++ Libraries" width="277" height="86" src="../../../../boost.png"></td> 16<td align="center"><a href="../../../../index.html">Home</a></td> 17<td align="center"><a href="../../../../libs/libraries.htm">Libraries</a></td> 18<td align="center"><a href="http://www.boost.org/users/people.html">People</a></td> 19<td align="center"><a href="http://www.boost.org/users/faq.html">FAQ</a></td> 20<td align="center"><a href="../../../../more/index.htm">More</a></td> 21</tr></table> 22<hr> 23<div class="spirit-nav"> 24<a accesskey="p" href="sobol_engine.html"><img src="../../../../doc/src/images/prev.png" alt="Prev"></a><a accesskey="u" href="../../boost_random/reference.html#header.boost.random.sobol_hpp"><img src="../../../../doc/src/images/up.png" alt="Up"></a><a accesskey="h" href="../../index.html"><img src="../../../../doc/src/images/home.png" alt="Home"></a><a accesskey="n" href="student_t_distribution.html"><img src="../../../../doc/src/images/next.png" alt="Next"></a> 25</div> 26<div class="refentry"> 27<a name="boost.random.sobol"></a><div class="titlepage"></div> 28<div class="refnamediv"> 29<h2><span class="refentrytitle">Type definition sobol</span></h2> 30<p>sobol</p> 31</div> 32<h2 xmlns:rev="http://www.cs.rpi.edu/~gregod/boost/tools/doc/revision" class="refsynopsisdiv-title">Synopsis</h2> 33<div xmlns:rev="http://www.cs.rpi.edu/~gregod/boost/tools/doc/revision" class="refsynopsisdiv"><pre class="synopsis"><span class="comment">// In header: <<a class="link" href="../../boost_random/reference.html#header.boost.random.sobol_hpp" title="Header <boost/random/sobol.hpp>">boost/random/sobol.hpp</a>> 34 35</span> 36<span class="keyword">typedef</span> <a class="link" href="sobol_engine.html" title="Class template sobol_engine">sobol_engine</a><span class="special"><</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">uint_least64_t</span><span class="special">,</span> <span class="number">64u</span><span class="special">,</span> <span class="identifier">default_sobol_table</span> <span class="special">></span> <span class="identifier">sobol</span><span class="special">;</span></pre></div> 37<div class="refsect1"> 38<a name="id-1.3.34.5.6.38.4.4"></a><h2>Description</h2> 39<div class="note"><table border="0" summary="Note"> 40<tr> 41<td rowspan="2" align="center" valign="top" width="25"><img alt="[Note]" src="../../../../doc/src/images/note.png"></td> 42<th align="left">Note</th> 43</tr> 44<tr><td align="left" valign="top"><p>This specialization of <a class="link" href="sobol_engine.html" title="Class template sobol_engine">sobol_engine</a> supports up to 3667 dimensions.</p></td></tr> 45</table></div> 46<p> 47Data on the primitive binary polynomials <code class="computeroutput">a</code> and the corresponding starting values <code class="computeroutput">m</code> for Sobol sequences in up to 21201 dimensions was taken from</p> 48<p> </p> 49<div class="blockquote"><blockquote class="blockquote"><p> S. Joe and F. Y. Kuo, Constructing Sobol sequences with better two-dimensional projections, SIAM J. Sci. Comput. 30, 2635-2654 (2008). </p></blockquote></div> 50<p> </p> 51<p>See the original tables up to dimension 21201: <a href="https://web.archive.org/web/20170802022909/http://web.maths.unsw.edu.au/~fkuo/sobol/new-joe-kuo-6.21201" target="_top">https://web.archive.org/web/20170802022909/http://web.maths.unsw.edu.au/~fkuo/sobol/new-joe-kuo-6.21201</a></p> 52<p>For practical reasons the default table uses only the subset of binary polynomials <code class="computeroutput">a</code> < 2<sup>16</sup>.</p> 53<p>However, it is possible to provide your own table to <a class="link" href="sobol_engine.html" title="Class template sobol_engine">sobol_engine</a> should the default one be insufficient. </p> 54</div> 55</div> 56<table xmlns:rev="http://www.cs.rpi.edu/~gregod/boost/tools/doc/revision" width="100%"><tr> 57<td align="left"></td> 58<td align="right"><div class="copyright-footer">Copyright © 2000-2005 Jens Maurer<br>Copyright © 2009, 2010 Steven Watanabe<p> 59 Distributed under the Boost Software License, Version 1.0. (See accompanying 60 file LICENSE_1_0.txt or copy at <a href="http://www.boost.org/LICENSE_1_0.txt" target="_top">http://www.boost.org/LICENSE_1_0.txt</a>) 61 </p> 62</div></td> 63</tr></table> 64<hr> 65<div class="spirit-nav"> 66<a accesskey="p" href="sobol_engine.html"><img src="../../../../doc/src/images/prev.png" alt="Prev"></a><a accesskey="u" href="../../boost_random/reference.html#header.boost.random.sobol_hpp"><img src="../../../../doc/src/images/up.png" alt="Up"></a><a accesskey="h" href="../../index.html"><img src="../../../../doc/src/images/home.png" alt="Home"></a><a accesskey="n" href="student_t_distribution.html"><img src="../../../../doc/src/images/next.png" alt="Next"></a> 67</div> 68</body> 69</html> 70
