sobol

The sobol is a 32-bit Gray code-based quasi-random number generator.

Description

Bratley and Fox [Bratley88] provide an implementation of the SOBOL quasi-random number generator. The default dimensions of quasi-random vectors can vary from 1 to 40 inclusive. It is also allowed to register user-defined parameters (direction numbers).

Generation algorithm

\(x_n=x_{n_1} \oplus v_c\)

\(u_n=x_n / 2 ^ {32}\)

The value \(c\) is the right-most zero bit in \(n-1\); \(x_n\) is s-dimensional vector of 32-bit values. The s-dimensional vectors (calculated during engine initialization) \(v_i, i = 1, 32\) are called direction numbers. The vector \(u_n\) is the generator output normalized to the unit hypercube \((0, 1) ^ s\).

class sobol

Syntax

namespace oneapi::mkl::rng {
class sobol {
public:
    static constexpr std::uint32_t default_dimensions_number = 1;

    sobol(sycl::queue queue, std::uint32_t dimensions = default_dimensions_number);

    sobol(sycl::queue queue, std::vector<std::uint32_t>& direction_numbers);

    sobol(const sobol& other);

    sobol(sobol&& other);

    sobol& operator=(const sobol& other);

    sobol& operator=(sobol&& other);

    ~sobol();
};
}

Class Members

Routine	Description
sobol(sycl::queue queue, std::uint32_t dimensions = default_dimensions_number)	Constructor with specified number of dimensions. The value should be \(1..40\).
sobol(sycl::queue queue, std::vector<std::uint32_t>& direction_numbers)	Constructor for extended use-case, when it’s needed to use the number of dimensions greater than 40 or obtain another sequence.
sobol(const sobol& other)	Copy constructor
sobol(sobol&& other)	Move constructor
sobol& operator=(const sobol& other)	Copy assignment operator
sobol& operator=(sobol&& other)	Move assignment operator

Constructors

sobol::sobol(sycl::queue queue, std::uint32_t dimensions = default_dimensions_number)

Input Parameters

queue

Valid sycl::queue object, calls of the oneapi::mkl::rng::generate() routine submits kernels in this queue to obtain random numbers from a given engine.

dimensions

Number of dimensions. If \(dimen < 1\) or \(dimen > 40\), assume \(dimen = 1\).

sobol::sobol(sycl::queue queue, std::vector<std::uint32_t>& direction_numbers)

Input Parameters

queue

Valid sycl::queue object, calls of the oneapi::mkl::rng::generate() routine submits kernels in this queue to obtain random numbers from a given engine.

direction_numbers

If you want to generate quasi-random vectors of greater dimension or obtain another sequence, you can register a set of your own direction_numbers. The number of dimensions corresponds to direction_numbers.size() / 32.

sobol::sobol(const sobol& other)

Input Parameters

other

Valid sobol object. The queue and state of the other engine is copied and applied to the current engine.

sobol::sobol(sobol&& other)

Input Parameters

other

Valid sobol object. The queue and state of the other engine is moved to the current engine.

sobol::sobol& operator=(const sobol& other)

Input Parameters

other

Valid sobol object. The queue and state of the other engine is copied and applied to the current engine.

sobol::sobol& operator=(sobol&& other)

Input Parameters

other

Valid sobol r-value object. The queue and state of the other engine is moved to the current engine.

Parent topic: Engines (Basic Random Number Generators)