sobol/sobol.js

Sobol quasi random sample generator

// Thanks to https://github.com/croquelois/sobol

import fs from "fs";

var BITS = 52;
var SCALE = 2 << 51;
var MAX_DIMENSION = 21201;
var file161 = __dirname + "/dims161.txt";
var file21201 = __dirname + "/dims21201.txt";

export class SobolSequenceGenerator {
    constructor(dim) {
        if (dim < 1 || dim > MAX_DIMENSION) throw new Error("Out of range dimension");
        this.dimension = dim;
        this.count = 0;
        var direction = (this.direction = []); /*of []*/
        this.x = [];
        this.zero = [];
        var tmp = [];
        for (var i = 0; i <= BITS; i++) tmp.push(0);
        for (var i = 0; i < dim; i++) {
            direction[i] = tmp.slice();
            this.x[i] = 0;
            this.zero[i] = 0;
        }
        var data = fs.readFileSync(dim <= 161 ? file161 : file21201);
        var lines = ("" + data).split("\n");

        for (var i = 1; i <= BITS; i++) direction[0][i] = 1 << (BITS - i);
        for (var d = 1; d < dim; d++) {
            var cells = lines[d].split(/\s+/).map(function(str) {
                return parseInt(str, 10);
            });
            var s = cells[1];
            var a = cells[2];
            var m = [0];
            for (var i = 0; i < s; i++) m.push(cells[3 + i]);
            for (var i = 1; i <= s; i++) direction[d][i] = m[i] << (BITS - i);
            for (var i = s + 1; i <= BITS; i++) {
                direction[d][i] = direction[d][i - s] ^ (direction[d][i - s] >> s);
                for (var k = 1; k <= s - 1; k++) direction[d][i] ^= ((a >> (s - 1 - k)) & 1) * direction[d][i - k];
            }
        }
    }
    nextVector() {
        var v = [];
        if (this.count == 0) {
            this.count++;
            return this.zero.slice();
        }
        var c = 1;
        var value = this.count - 1;
        while ((value & 1) == 1) {
            value >>= 1;
            c++;
        }
        for (var i = 0; i < this.dimension; i++) {
            this.x[i] ^= this.direction[i][c];
            v[i] = this.x[i] / SCALE;
        }
        this.count++;
        return v;
    }
}