1 // Copyright Justinas Vygintas Daugmaudis, 2010-2018.
2 // Use, modification and distribution is subject to the
3 // Boost Software License, Version 1.0. (See accompanying
4 // file LICENSE-1.0 or http://www.boost.org/LICENSE-1.0)
5
6 #include <boost/random/sobol.hpp>
7
8 #include <boost/utility.hpp>
9
10 #define BOOST_TEST_MAIN
11 #include <boost/test/unit_test.hpp>
12
13 #include "test_qrng_functions.hpp"
14
15
16 //
17 // DESCRIPTION:
18 // ~~~~~~~~~~~~
19 //
20 // This file tests the sobol quasi-random number generator.
21 // These tests compare our results with values produced by the
22 // original sobol.cc program http://web.maths.unsw.edu.au/~fkuo/sobol/,
23 // using the new-joe-kuo-6.21201 direction polynomials and direction vectors.
24 //
25 // Generally, the command line used to generate the datasets was
26 // sobol SKIP+N+1 DIMENSION new-joe-kuo-6.21201 | tail -n N
27 // Note that we asked to show +1 sample from sobol.cc program, because
28 // it outputs trivial zeros as the first sample.
29
30 // Spatial dimension: 2
31 // N: 99
32 // Vectors skipped: 0
33 static const double sobol_02_99[99][2] =
34 {
35 { 0.5000000002, 0.5000000002 },
36 { 0.7500000003, 0.2500000001 },
37 { 0.2500000001, 0.7500000003 },
38 { 0.3750000002, 0.3750000002 },
39 { 0.8750000004, 0.8750000004 },
40 { 0.6250000003, 0.1250000001 },
41 { 0.1250000001, 0.6250000003 },
42 { 0.1875000001, 0.3125000001 },
43 { 0.6875000003, 0.8125000004 },
44 { 0.9375000004, 0.0625000000 },
45 { 0.4375000002, 0.5625000003 },
46 { 0.3125000001, 0.1875000001 },
47 { 0.8125000004, 0.6875000003 },
48 { 0.5625000003, 0.4375000002 },
49 { 0.0625000000, 0.9375000004 },
50 { 0.0937500000, 0.4687500002 },
51 { 0.5937500003, 0.9687500005 },
52 { 0.8437500004, 0.2187500001 },
53 { 0.3437500002, 0.7187500003 },
54 { 0.4687500002, 0.0937500000 },
55 { 0.9687500005, 0.5937500003 },
56 { 0.7187500003, 0.3437500002 },
57 { 0.2187500001, 0.8437500004 },
58 { 0.1562500001, 0.1562500001 },
59 { 0.6562500003, 0.6562500003 },
60 { 0.9062500004, 0.4062500002 },
61 { 0.4062500002, 0.9062500004 },
62 { 0.2812500001, 0.2812500001 },
63 { 0.7812500004, 0.7812500004 },
64 { 0.5312500002, 0.0312500000 },
65 { 0.0312500000, 0.5312500002 },
66 { 0.0468750000, 0.2656250001 },
67 { 0.5468750003, 0.7656250004 },
68 { 0.7968750004, 0.0156250000 },
69 { 0.2968750001, 0.5156250002 },
70 { 0.4218750002, 0.1406250001 },
71 { 0.9218750004, 0.6406250003 },
72 { 0.6718750003, 0.3906250002 },
73 { 0.1718750001, 0.8906250004 },
74 { 0.2343750001, 0.0781250000 },
75 { 0.7343750003, 0.5781250003 },
76 { 0.9843750005, 0.3281250002 },
77 { 0.4843750002, 0.8281250004 },
78 { 0.3593750002, 0.4531250002 },
79 { 0.8593750004, 0.9531250004 },
80 { 0.6093750003, 0.2031250001 },
81 { 0.1093750001, 0.7031250003 },
82 { 0.0781250000, 0.2343750001 },
83 { 0.5781250003, 0.7343750003 },
84 { 0.8281250004, 0.4843750002 },
85 { 0.3281250002, 0.9843750005 },
86 { 0.4531250002, 0.3593750002 },
87 { 0.9531250004, 0.8593750004 },
88 { 0.7031250003, 0.1093750001 },
89 { 0.2031250001, 0.6093750003 },
90 { 0.1406250001, 0.4218750002 },
91 { 0.6406250003, 0.9218750004 },
92 { 0.8906250004, 0.1718750001 },
93 { 0.3906250002, 0.6718750003 },
94 { 0.2656250001, 0.0468750000 },
95 { 0.7656250004, 0.5468750003 },
96 { 0.5156250002, 0.2968750001 },
97 { 0.0156250000, 0.7968750004 },
98 { 0.0234375000, 0.3984375002 },
99 { 0.5234375002, 0.8984375004 },
100 { 0.7734375004, 0.1484375001 },
101 { 0.2734375001, 0.6484375003 },
102 { 0.3984375002, 0.0234375000 },
103 { 0.8984375004, 0.5234375002 },
104 { 0.6484375003, 0.2734375001 },
105 { 0.1484375001, 0.7734375004 },
106 { 0.2109375001, 0.2109375001 },
107 { 0.7109375003, 0.7109375003 },
108 { 0.9609375004, 0.4609375002 },
109 { 0.4609375002, 0.9609375004 },
110 { 0.3359375002, 0.3359375002 },
111 { 0.8359375004, 0.8359375004 },
112 { 0.5859375003, 0.0859375000 },
113 { 0.0859375000, 0.5859375003 },
114 { 0.1171875001, 0.1171875001 },
115 { 0.6171875003, 0.6171875003 },
116 { 0.8671875004, 0.3671875002 },
117 { 0.3671875002, 0.8671875004 },
118 { 0.4921875002, 0.4921875002 },
119 { 0.9921875005, 0.9921875005 },
120 { 0.7421875003, 0.2421875001 },
121 { 0.2421875001, 0.7421875003 },
122 { 0.1796875001, 0.3046875001 },
123 { 0.6796875003, 0.8046875004 },
124 { 0.9296875004, 0.0546875000 },
125 { 0.4296875002, 0.5546875003 },
126 { 0.3046875001, 0.1796875001 },
127 { 0.8046875004, 0.6796875003 },
128 { 0.5546875003, 0.4296875002 },
129 { 0.0546875000, 0.9296875004 },
130 { 0.0390625000, 0.1328125001 },
131 { 0.5390625003, 0.6328125003 },
132 { 0.7890625004, 0.3828125002 },
133 { 0.2890625001, 0.8828125004 }
134 };
135
136 // Spatial dimension: 7
137 // N: 100
138 // Vectors skipped: 127
139 static const double sobol_07_100[100][7] =
140 {
141 { 0.0117187500, 0.3320312500, 0.2929687500, 0.1914062500, 0.9023437500, 0.6757812500, 0.8632812500 },
142 { 0.5117187500, 0.8320312500, 0.7929687500, 0.6914062500, 0.4023437500, 0.1757812500, 0.3632812500 },
143 { 0.7617187500, 0.0820312500, 0.0429687500, 0.4414062500, 0.1523437500, 0.4257812500, 0.6132812500 },
144 { 0.2617187500, 0.5820312500, 0.5429687500, 0.9414062500, 0.6523437500, 0.9257812500, 0.1132812500 },
145 { 0.3867187500, 0.2070312500, 0.9179687500, 0.8164062500, 0.5273437500, 0.5507812500, 0.7382812500 },
146 { 0.8867187500, 0.7070312500, 0.4179687500, 0.3164062500, 0.0273437500, 0.0507812500, 0.2382812500 },
147 { 0.6367187500, 0.4570312500, 0.6679687500, 0.5664062500, 0.2773437500, 0.3007812500, 0.9882812500 },
148 { 0.1367187500, 0.9570312500, 0.1679687500, 0.0664062500, 0.7773437500, 0.8007812500, 0.4882812500 },
149 { 0.1992187500, 0.0195312500, 0.7304687500, 0.2539062500, 0.4648437500, 0.9882812500, 0.6757812500 },
150 { 0.6992187500, 0.5195312500, 0.2304687500, 0.7539062500, 0.9648437500, 0.4882812500, 0.1757812500 },
151 { 0.9492187500, 0.2695312500, 0.9804687500, 0.0039062500, 0.7148437500, 0.2382812500, 0.9257812500 },
152 { 0.4492187500, 0.7695312500, 0.4804687500, 0.5039062500, 0.2148437500, 0.7382812500, 0.4257812500 },
153 { 0.3242187500, 0.3945312500, 0.1054687500, 0.6289062500, 0.0898437500, 0.8632812500, 0.8007812500 },
154 { 0.8242187500, 0.8945312500, 0.6054687500, 0.1289062500, 0.5898437500, 0.3632812500, 0.3007812500 },
155 { 0.5742187500, 0.1445312500, 0.3554687500, 0.8789062500, 0.8398437500, 0.1132812500, 0.5507812500 },
156 { 0.0742187500, 0.6445312500, 0.8554687500, 0.3789062500, 0.3398437500, 0.6132812500, 0.0507812500 },
157 { 0.1054687500, 0.1757812500, 0.1992187500, 0.5976562500, 0.6835937500, 0.3320312500, 0.3320312500 },
158 { 0.6054687500, 0.6757812500, 0.6992187500, 0.0976562500, 0.1835937500, 0.8320312500, 0.8320312500 },
159 { 0.8554687500, 0.4257812500, 0.4492187500, 0.8476562500, 0.4335937500, 0.5820312500, 0.0820312500 },
160 { 0.3554687500, 0.9257812500, 0.9492187500, 0.3476562500, 0.9335937500, 0.0820312500, 0.5820312500 },
161 { 0.4804687500, 0.3007812500, 0.5742187500, 0.4726562500, 0.8085937500, 0.4570312500, 0.2070312500 },
162 { 0.9804687500, 0.8007812500, 0.0742187500, 0.9726562500, 0.3085937500, 0.9570312500, 0.7070312500 },
163 { 0.7304687500, 0.0507812500, 0.8242187500, 0.2226562500, 0.0585937500, 0.7070312500, 0.4570312500 },
164 { 0.2304687500, 0.5507812500, 0.3242187500, 0.7226562500, 0.5585937500, 0.2070312500, 0.9570312500 },
165 { 0.1679687500, 0.4882812500, 0.7617187500, 0.9101562500, 0.2460937500, 0.0195312500, 0.1445312500 },
166 { 0.6679687500, 0.9882812500, 0.2617187500, 0.4101562500, 0.7460937500, 0.5195312500, 0.6445312500 },
167 { 0.9179687500, 0.2382812500, 0.5117187500, 0.6601562500, 0.9960937500, 0.7695312500, 0.3945312500 },
168 { 0.4179687500, 0.7382812500, 0.0117187500, 0.1601562500, 0.4960937500, 0.2695312500, 0.8945312500 },
169 { 0.2929687500, 0.1132812500, 0.3867187500, 0.0351562500, 0.3710937500, 0.1445312500, 0.2695312500 },
170 { 0.7929687500, 0.6132812500, 0.8867187500, 0.5351562500, 0.8710937500, 0.6445312500, 0.7695312500 },
171 { 0.5429687500, 0.3632812500, 0.1367187500, 0.2851562500, 0.6210937500, 0.8945312500, 0.0195312500 },
172 { 0.0429687500, 0.8632812500, 0.6367187500, 0.7851562500, 0.1210937500, 0.3945312500, 0.5195312500 },
173 { 0.0585937500, 0.0664062500, 0.9960937500, 0.7382812500, 0.7617187500, 0.2539062500, 0.0664062500 },
174 { 0.5585937500, 0.5664062500, 0.4960937500, 0.2382812500, 0.2617187500, 0.7539062500, 0.5664062500 },
175 { 0.8085937500, 0.3164062500, 0.7460937500, 0.9882812500, 0.0117187500, 0.5039062500, 0.3164062500 },
176 { 0.3085937500, 0.8164062500, 0.2460937500, 0.4882812500, 0.5117187500, 0.0039062500, 0.8164062500 },
177 { 0.4335937500, 0.4414062500, 0.3710937500, 0.3632812500, 0.6367187500, 0.3789062500, 0.4414062500 },
178 { 0.9335937500, 0.9414062500, 0.8710937500, 0.8632812500, 0.1367187500, 0.8789062500, 0.9414062500 },
179 { 0.6835937500, 0.1914062500, 0.1210937500, 0.1132812500, 0.3867187500, 0.6289062500, 0.1914062500 },
180 { 0.1835937500, 0.6914062500, 0.6210937500, 0.6132812500, 0.8867187500, 0.1289062500, 0.6914062500 },
181 { 0.2460937500, 0.2539062500, 0.0585937500, 0.8007812500, 0.3242187500, 0.0664062500, 0.3789062500 },
182 { 0.7460937500, 0.7539062500, 0.5585937500, 0.3007812500, 0.8242187500, 0.5664062500, 0.8789062500 },
183 { 0.9960937500, 0.0039062500, 0.3085937500, 0.5507812500, 0.5742187500, 0.8164062500, 0.1289062500 },
184 { 0.4960937500, 0.5039062500, 0.8085937500, 0.0507812500, 0.0742187500, 0.3164062500, 0.6289062500 },
185 { 0.3710937500, 0.1289062500, 0.6835937500, 0.1757812500, 0.1992187500, 0.1914062500, 0.0039062500 },
186 { 0.8710937500, 0.6289062500, 0.1835937500, 0.6757812500, 0.6992187500, 0.6914062500, 0.5039062500 },
187 { 0.6210937500, 0.3789062500, 0.9335937500, 0.4257812500, 0.9492187500, 0.9414062500, 0.2539062500 },
188 { 0.1210937500, 0.8789062500, 0.4335937500, 0.9257812500, 0.4492187500, 0.4414062500, 0.7539062500 },
189 { 0.0898437500, 0.4101562500, 0.5273437500, 0.0820312500, 0.5429687500, 0.7226562500, 0.5976562500 },
190 { 0.5898437500, 0.9101562500, 0.0273437500, 0.5820312500, 0.0429687500, 0.2226562500, 0.0976562500 },
191 { 0.8398437500, 0.1601562500, 0.7773437500, 0.3320312500, 0.2929687500, 0.4726562500, 0.8476562500 },
192 { 0.3398437500, 0.6601562500, 0.2773437500, 0.8320312500, 0.7929687500, 0.9726562500, 0.3476562500 },
193 { 0.4648437500, 0.0351562500, 0.1523437500, 0.9570312500, 0.9179687500, 0.5976562500, 0.9726562500 },
194 { 0.9648437500, 0.5351562500, 0.6523437500, 0.4570312500, 0.4179687500, 0.0976562500, 0.4726562500 },
195 { 0.7148437500, 0.2851562500, 0.4023437500, 0.7070312500, 0.1679687500, 0.3476562500, 0.7226562500 },
196 { 0.2148437500, 0.7851562500, 0.9023437500, 0.2070312500, 0.6679687500, 0.8476562500, 0.2226562500 },
197 { 0.1523437500, 0.2226562500, 0.4648437500, 0.3945312500, 0.1054687500, 0.9101562500, 0.9101562500 },
198 { 0.6523437500, 0.7226562500, 0.9648437500, 0.8945312500, 0.6054687500, 0.4101562500, 0.4101562500 },
199 { 0.9023437500, 0.4726562500, 0.2148437500, 0.1445312500, 0.8554687500, 0.1601562500, 0.6601562500 },
200 { 0.4023437500, 0.9726562500, 0.7148437500, 0.6445312500, 0.3554687500, 0.6601562500, 0.1601562500 },
201 { 0.2773437500, 0.3476562500, 0.8398437500, 0.5195312500, 0.4804687500, 0.7851562500, 0.5351562500 },
202 { 0.7773437500, 0.8476562500, 0.3398437500, 0.0195312500, 0.9804687500, 0.2851562500, 0.0351562500 },
203 { 0.5273437500, 0.0976562500, 0.5898437500, 0.7695312500, 0.7304687500, 0.0351562500, 0.7851562500 },
204 { 0.0273437500, 0.5976562500, 0.0898437500, 0.2695312500, 0.2304687500, 0.5351562500, 0.2851562500 },
205 { 0.0195312500, 0.1992187500, 0.5976562500, 0.9023437500, 0.2539062500, 0.8710937500, 0.4648437500 },
206 { 0.5195312500, 0.6992187500, 0.0976562500, 0.4023437500, 0.7539062500, 0.3710937500, 0.9648437500 },
207 { 0.7695312500, 0.4492187500, 0.8476562500, 0.6523437500, 0.5039062500, 0.1210937500, 0.2148437500 },
208 { 0.2695312500, 0.9492187500, 0.3476562500, 0.1523437500, 0.0039062500, 0.6210937500, 0.7148437500 },
209 { 0.3945312500, 0.3242187500, 0.2226562500, 0.0273437500, 0.1289062500, 0.9960937500, 0.0898437500 },
210 { 0.8945312500, 0.8242187500, 0.7226562500, 0.5273437500, 0.6289062500, 0.4960937500, 0.5898437500 },
211 { 0.6445312500, 0.0742187500, 0.4726562500, 0.2773437500, 0.8789062500, 0.2460937500, 0.3398437500 },
212 { 0.1445312500, 0.5742187500, 0.9726562500, 0.7773437500, 0.3789062500, 0.7460937500, 0.8398437500 },
213 { 0.2070312500, 0.3867187500, 0.4101562500, 0.5898437500, 0.8164062500, 0.5585937500, 0.0273437500 },
214 { 0.7070312500, 0.8867187500, 0.9101562500, 0.0898437500, 0.3164062500, 0.0585937500, 0.5273437500 },
215 { 0.9570312500, 0.1367187500, 0.1601562500, 0.8398437500, 0.0664062500, 0.3085937500, 0.2773437500 },
216 { 0.4570312500, 0.6367187500, 0.6601562500, 0.3398437500, 0.5664062500, 0.8085937500, 0.7773437500 },
217 { 0.3320312500, 0.0117187500, 0.7851562500, 0.4648437500, 0.6914062500, 0.6835937500, 0.4023437500 },
218 { 0.8320312500, 0.5117187500, 0.2851562500, 0.9648437500, 0.1914062500, 0.1835937500, 0.9023437500 },
219 { 0.5820312500, 0.2617187500, 0.5351562500, 0.2148437500, 0.4414062500, 0.4335937500, 0.1523437500 },
220 { 0.0820312500, 0.7617187500, 0.0351562500, 0.7148437500, 0.9414062500, 0.9335937500, 0.6523437500 },
221 { 0.1132812500, 0.2929687500, 0.8789062500, 0.3085937500, 0.0351562500, 0.1523437500, 0.9960937500 },
222 { 0.6132812500, 0.7929687500, 0.3789062500, 0.8085937500, 0.5351562500, 0.6523437500, 0.4960937500 },
223 { 0.8632812500, 0.0429687500, 0.6289062500, 0.0585937500, 0.7851562500, 0.9023437500, 0.7460937500 },
224 { 0.3632812500, 0.5429687500, 0.1289062500, 0.5585937500, 0.2851562500, 0.4023437500, 0.2460937500 },
225 { 0.4882812500, 0.1679687500, 0.2539062500, 0.6835937500, 0.4101562500, 0.0273437500, 0.6210937500 },
226 { 0.9882812500, 0.6679687500, 0.7539062500, 0.1835937500, 0.9101562500, 0.5273437500, 0.1210937500 },
227 { 0.7382812500, 0.4179687500, 0.0039062500, 0.9335937500, 0.6601562500, 0.7773437500, 0.8710937500 },
228 { 0.2382812500, 0.9179687500, 0.5039062500, 0.4335937500, 0.1601562500, 0.2773437500, 0.3710937500 },
229 { 0.1757812500, 0.1054687500, 0.0664062500, 0.2460937500, 0.5976562500, 0.4648437500, 0.5585937500 },
230 { 0.6757812500, 0.6054687500, 0.5664062500, 0.7460937500, 0.0976562500, 0.9648437500, 0.0585937500 },
231 { 0.9257812500, 0.3554687500, 0.3164062500, 0.4960937500, 0.3476562500, 0.7148437500, 0.8085937500 },
232 { 0.4257812500, 0.8554687500, 0.8164062500, 0.9960937500, 0.8476562500, 0.2148437500, 0.3085937500 },
233 { 0.3007812500, 0.4804687500, 0.6914062500, 0.8710937500, 0.9726562500, 0.3398437500, 0.9335937500 },
234 { 0.8007812500, 0.9804687500, 0.1914062500, 0.3710937500, 0.4726562500, 0.8398437500, 0.4335937500 },
235 { 0.5507812500, 0.2304687500, 0.9414062500, 0.6210937500, 0.2226562500, 0.5898437500, 0.6835937500 },
236 { 0.0507812500, 0.7304687500, 0.4414062500, 0.1210937500, 0.7226562500, 0.0898437500, 0.1835937500 },
237 { 0.0351562500, 0.4648437500, 0.1757812500, 0.4179687500, 0.3945312500, 0.1992187500, 0.7304687500 },
238 { 0.5351562500, 0.9648437500, 0.6757812500, 0.9179687500, 0.8945312500, 0.6992187500, 0.2304687500 },
239 { 0.7851562500, 0.2148437500, 0.4257812500, 0.1679687500, 0.6445312500, 0.9492187500, 0.9804687500 },
240 { 0.2851562500, 0.7148437500, 0.9257812500, 0.6679687500, 0.1445312500, 0.4492187500, 0.4804687500 }
241 };
242
243 // Spatial dimension: 16
244 // N: 100
245 // Vectors skipped: 127
246 static const double sobol_16_100[100][16] =
247 {
248 { 0.0117187500, 0.3320312500, 0.2929687500, 0.1914062500, 0.9023437500, 0.6757812500, 0.8632812500, 0.2460937500, 0.1054687500, 0.8164062500, 0.7382812500, 0.7382812500, 0.8164062500, 0.8789062500, 0.0273437500, 0.7617187500 },
249 { 0.5117187500, 0.8320312500, 0.7929687500, 0.6914062500, 0.4023437500, 0.1757812500, 0.3632812500, 0.7460937500, 0.6054687500, 0.3164062500, 0.2382812500, 0.2382812500, 0.3164062500, 0.3789062500, 0.5273437500, 0.2617187500 },
250 { 0.7617187500, 0.0820312500, 0.0429687500, 0.4414062500, 0.1523437500, 0.4257812500, 0.6132812500, 0.9960937500, 0.8554687500, 0.0664062500, 0.4882812500, 0.4882812500, 0.5664062500, 0.6289062500, 0.7773437500, 0.5117187500 },
251 { 0.2617187500, 0.5820312500, 0.5429687500, 0.9414062500, 0.6523437500, 0.9257812500, 0.1132812500, 0.4960937500, 0.3554687500, 0.5664062500, 0.9882812500, 0.9882812500, 0.0664062500, 0.1289062500, 0.2773437500, 0.0117187500 },
252 { 0.3867187500, 0.2070312500, 0.9179687500, 0.8164062500, 0.5273437500, 0.5507812500, 0.7382812500, 0.8710937500, 0.9804687500, 0.4414062500, 0.3632812500, 0.8632812500, 0.6914062500, 0.2539062500, 0.4023437500, 0.1367187500 },
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319 { 0.1445312500, 0.5742187500, 0.9726562500, 0.7773437500, 0.3789062500, 0.7460937500, 0.8398437500, 0.6601562500, 0.0195312500, 0.1835937500, 0.9335937500, 0.6523437500, 0.1210937500, 0.0273437500, 0.9101562500, 0.3789062500 },
320 { 0.2070312500, 0.3867187500, 0.4101562500, 0.5898437500, 0.8164062500, 0.5585937500, 0.0273437500, 0.9726562500, 0.3320312500, 0.6210937500, 0.9960937500, 0.5898437500, 0.3085937500, 0.5898437500, 0.0976562500, 0.6914062500 },
321 { 0.7070312500, 0.8867187500, 0.9101562500, 0.0898437500, 0.3164062500, 0.0585937500, 0.5273437500, 0.4726562500, 0.8320312500, 0.1210937500, 0.4960937500, 0.0898437500, 0.8085937500, 0.0898437500, 0.5976562500, 0.1914062500 },
322 { 0.9570312500, 0.1367187500, 0.1601562500, 0.8398437500, 0.0664062500, 0.3085937500, 0.2773437500, 0.2226562500, 0.5820312500, 0.3710937500, 0.2460937500, 0.3398437500, 0.0585937500, 0.8398437500, 0.8476562500, 0.9414062500 },
323 { 0.4570312500, 0.6367187500, 0.6601562500, 0.3398437500, 0.5664062500, 0.8085937500, 0.7773437500, 0.7226562500, 0.0820312500, 0.8710937500, 0.7460937500, 0.8398437500, 0.5585937500, 0.3398437500, 0.3476562500, 0.4414062500 },
324 { 0.3320312500, 0.0117187500, 0.7851562500, 0.4648437500, 0.6914062500, 0.6835937500, 0.4023437500, 0.0976562500, 0.7070312500, 0.2460937500, 0.1210937500, 0.9648437500, 0.1835937500, 0.2148437500, 0.4726562500, 0.3164062500 },
325 { 0.8320312500, 0.5117187500, 0.2851562500, 0.9648437500, 0.1914062500, 0.1835937500, 0.9023437500, 0.5976562500, 0.2070312500, 0.7460937500, 0.6210937500, 0.4648437500, 0.6835937500, 0.7148437500, 0.9726562500, 0.8164062500 },
326 { 0.5820312500, 0.2617187500, 0.5351562500, 0.2148437500, 0.4414062500, 0.4335937500, 0.1523437500, 0.8476562500, 0.4570312500, 0.9960937500, 0.8710937500, 0.2148437500, 0.4335937500, 0.4648437500, 0.7226562500, 0.0664062500 },
327 { 0.0820312500, 0.7617187500, 0.0351562500, 0.7148437500, 0.9414062500, 0.9335937500, 0.6523437500, 0.3476562500, 0.9570312500, 0.4960937500, 0.3710937500, 0.7148437500, 0.9335937500, 0.9648437500, 0.2226562500, 0.5664062500 },
328 { 0.1132812500, 0.2929687500, 0.8789062500, 0.3085937500, 0.0351562500, 0.1523437500, 0.9960937500, 0.8164062500, 0.8632812500, 0.9023437500, 0.3398437500, 0.9335937500, 0.0898437500, 0.8085937500, 0.5664062500, 0.2851562500 },
329 { 0.6132812500, 0.7929687500, 0.3789062500, 0.8085937500, 0.5351562500, 0.6523437500, 0.4960937500, 0.3164062500, 0.3632812500, 0.4023437500, 0.8398437500, 0.4335937500, 0.5898437500, 0.3085937500, 0.0664062500, 0.7851562500 },
330 { 0.8632812500, 0.0429687500, 0.6289062500, 0.0585937500, 0.7851562500, 0.9023437500, 0.7460937500, 0.0664062500, 0.1132812500, 0.1523437500, 0.5898437500, 0.1835937500, 0.3398437500, 0.5585937500, 0.3164062500, 0.0351562500 },
331 { 0.3632812500, 0.5429687500, 0.1289062500, 0.5585937500, 0.2851562500, 0.4023437500, 0.2460937500, 0.5664062500, 0.6132812500, 0.6523437500, 0.0898437500, 0.6835937500, 0.8398437500, 0.0585937500, 0.8164062500, 0.5351562500 },
332 { 0.4882812500, 0.1679687500, 0.2539062500, 0.6835937500, 0.4101562500, 0.0273437500, 0.6210937500, 0.1914062500, 0.2382812500, 0.2773437500, 0.7148437500, 0.5585937500, 0.4648437500, 0.4335937500, 0.9414062500, 0.6601562500 },
333 { 0.9882812500, 0.6679687500, 0.7539062500, 0.1835937500, 0.9101562500, 0.5273437500, 0.1210937500, 0.6914062500, 0.7382812500, 0.7773437500, 0.2148437500, 0.0585937500, 0.9648437500, 0.9335937500, 0.4414062500, 0.1601562500 },
334 { 0.7382812500, 0.4179687500, 0.0039062500, 0.9335937500, 0.6601562500, 0.7773437500, 0.8710937500, 0.9414062500, 0.9882812500, 0.5273437500, 0.4648437500, 0.3085937500, 0.2148437500, 0.1835937500, 0.1914062500, 0.9101562500 },
335 { 0.2382812500, 0.9179687500, 0.5039062500, 0.4335937500, 0.1601562500, 0.2773437500, 0.3710937500, 0.4414062500, 0.4882812500, 0.0273437500, 0.9648437500, 0.8085937500, 0.7148437500, 0.6835937500, 0.6914062500, 0.4101562500 },
336 { 0.1757812500, 0.1054687500, 0.0664062500, 0.2460937500, 0.5976562500, 0.4648437500, 0.5585937500, 0.1289062500, 0.1757812500, 0.7148437500, 0.9023437500, 0.9960937500, 0.9023437500, 0.2460937500, 0.2539062500, 0.7226562500 },
337 { 0.6757812500, 0.6054687500, 0.5664062500, 0.7460937500, 0.0976562500, 0.9648437500, 0.0585937500, 0.6289062500, 0.6757812500, 0.2148437500, 0.4023437500, 0.4960937500, 0.4023437500, 0.7460937500, 0.7539062500, 0.2226562500 },
338 { 0.9257812500, 0.3554687500, 0.3164062500, 0.4960937500, 0.3476562500, 0.7148437500, 0.8085937500, 0.8789062500, 0.9257812500, 0.4648437500, 0.1523437500, 0.2460937500, 0.6523437500, 0.4960937500, 0.5039062500, 0.9726562500 },
339 { 0.4257812500, 0.8554687500, 0.8164062500, 0.9960937500, 0.8476562500, 0.2148437500, 0.3085937500, 0.3789062500, 0.4257812500, 0.9648437500, 0.6523437500, 0.7460937500, 0.1523437500, 0.9960937500, 0.0039062500, 0.4726562500 },
340 { 0.3007812500, 0.4804687500, 0.6914062500, 0.8710937500, 0.9726562500, 0.3398437500, 0.9335937500, 0.7539062500, 0.8007812500, 0.0898437500, 0.0273437500, 0.6210937500, 0.5273437500, 0.6210937500, 0.1289062500, 0.3476562500 },
341 { 0.8007812500, 0.9804687500, 0.1914062500, 0.3710937500, 0.4726562500, 0.8398437500, 0.4335937500, 0.2539062500, 0.3007812500, 0.5898437500, 0.5273437500, 0.1210937500, 0.0273437500, 0.1210937500, 0.6289062500, 0.8476562500 },
342 { 0.5507812500, 0.2304687500, 0.9414062500, 0.6210937500, 0.2226562500, 0.5898437500, 0.6835937500, 0.0039062500, 0.0507812500, 0.8398437500, 0.7773437500, 0.3710937500, 0.7773437500, 0.8710937500, 0.8789062500, 0.0976562500 },
343 { 0.0507812500, 0.7304687500, 0.4414062500, 0.1210937500, 0.7226562500, 0.0898437500, 0.1835937500, 0.5039062500, 0.5507812500, 0.3398437500, 0.2773437500, 0.8710937500, 0.2773437500, 0.3710937500, 0.3789062500, 0.5976562500 },
344 { 0.0351562500, 0.4648437500, 0.1757812500, 0.4179687500, 0.3945312500, 0.1992187500, 0.7304687500, 0.6445312500, 0.3476562500, 0.7617187500, 0.1679687500, 0.4492187500, 0.7929687500, 0.6054687500, 0.2070312500, 0.3632812500 },
345 { 0.5351562500, 0.9648437500, 0.6757812500, 0.9179687500, 0.8945312500, 0.6992187500, 0.2304687500, 0.1445312500, 0.8476562500, 0.2617187500, 0.6679687500, 0.9492187500, 0.2929687500, 0.1054687500, 0.7070312500, 0.8632812500 },
346 { 0.7851562500, 0.2148437500, 0.4257812500, 0.1679687500, 0.6445312500, 0.9492187500, 0.9804687500, 0.3945312500, 0.5976562500, 0.0117187500, 0.9179687500, 0.6992187500, 0.5429687500, 0.8554687500, 0.9570312500, 0.1132812500 },
347 { 0.2851562500, 0.7148437500, 0.9257812500, 0.6679687500, 0.1445312500, 0.4492187500, 0.4804687500, 0.8945312500, 0.0976562500, 0.5117187500, 0.4179687500, 0.1992187500, 0.0429687500, 0.3554687500, 0.4570312500, 0.6132812500 }
348 };
349
350
351 QRNG_VALIDATION_TEST_FUNCTIONS(sobol)
QRNG_VALIDATION_TEST_DISCARD(sobol)352 QRNG_VALIDATION_TEST_DISCARD(sobol)
353
354 BOOST_AUTO_TEST_CASE( check_generator_limits )
355 {
356 test_sobol_max_seed();
357 test_sobol_max_discard();
358 test_sobol_max_dimension(BOOST_RANDOM_SOBOL_MAX_DIMENSION);
359 }
360
BOOST_AUTO_TEST_CASE(validate_sobol)361 BOOST_AUTO_TEST_CASE( validate_sobol )
362 {
363 test_sobol_values(sobol_02_99, 0);
364 test_sobol_values(sobol_07_100, 127);
365 test_sobol_values(sobol_16_100, 127);
366 }
367
BOOST_AUTO_TEST_CASE(validate_sobol_seed)368 BOOST_AUTO_TEST_CASE( validate_sobol_seed )
369 {
370 test_sobol_seed(sobol_02_99, 0);
371 test_sobol_seed(sobol_07_100, 127);
372 test_sobol_seed(sobol_16_100, 127);
373 }
374
BOOST_AUTO_TEST_CASE(validate_sobol_discard)375 BOOST_AUTO_TEST_CASE( validate_sobol_discard )
376 {
377 test_sobol_discard(sobol_02_99, 0);
378 test_sobol_discard(sobol_07_100, 127);
379 test_sobol_discard(sobol_16_100, 127);
380 }
381