# particles.qmc.sobol¶

particles.qmc.sobol(N, dim, scrambled=1)[source]

Sobol sequence.

Parameters: N (int) – length of sequence dim (int) – dimension scrambled (int) – which scrambling method to use: 0: no scrambling 1: Owen’s scrambling 2: Faure-Tezuka 3: Owen + Faure-Tezuka (N, dim) numpy array.

Notes

One of the argument of the underlying Fortran function is the seed for the random generator used for scrambling. We simply generate this seed uniformly (between 0 and 2^32 - 1). There is a very small number of seeds that generate points that are == 0 (This has been reported to the maintainer of randtoolbox). When this happens, we generate a warning and start over (i.e. we re-generate another random seed, and compute a new scrambled Sobol point set.