Created
April 14, 2023 19:14
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Low Discrepency sequences in arbitrary dimensions
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import numpy as np | |
class QuasiRandom(): | |
def __init__(self,dim=1,seed=None): | |
self.dim = dim | |
self.x = np.random.rand(dim) if seed is None else seed | |
root_sys = [1] +[0 for i in range(dim-1)] + [-1,-1] | |
self.const = sorted(np.roots(root_sys))[-1].real | |
self.phi = np.array([1/(self.const)**(i+1) for i in range(dim)]) | |
def generate(self,n_points=1): | |
res = np.zeros((n_points,self.dim)) | |
for i in range(n_points): | |
res[i] = self.x = (self.x+self.phi) | |
return np.squeeze(res%1) |
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