Exemple #1
0
 public void TestHalton()
 {
     for (var m = 1; m <= 3; m++)
     {
         int i;
         for (i = 0; i <= 10; i++)
         {
             var r = HaltonSequence.Halton(i, m);
             int j;
             for (j = 0; j < m; j++)
             {
                 Debug.Print(r[j].ToString(CultureInfo.InvariantCulture));
             }
         }
     }
 }
Exemple #2
0
        public void TestHalton2()
        {
            //("Testing Halton sequences...");
            double[] point;
            double   tolerance = 1.0e-15;
            // testing "high" dimensionality
            int dimensionality = 2;
            int points = 100, i;

            for (i = 0; i < points; i++)
            {
                point = HaltonSequence.Halton(i, dimensionality);
                Assert.AreEqual(point.Length, dimensionality);
            }
            // testing first and second dimension (van der Corput sequence)
            double[] vanderCorputSequenceModuloTwo =
            {
                // first cycle (zero excluded)
                0.50000,
                // second cycle
                0.25000, 0.75000,
                // third cycle
                0.12500, 0.62500, 0.37500, 0.87500,
                // fourth cycle
                0.06250, 0.56250, 0.31250, 0.81250, 0.18750, 0.68750, 0.43750,
                0.93750,
                // fifth cycle
                0.03125, 0.53125, 0.28125, 0.78125, 0.15625, 0.65625, 0.40625,
                0.90625,
                0.09375, 0.59375, 0.34375, 0.84375, 0.21875, 0.71875, 0.46875,
                0.96875,
            };
            dimensionality = 1;
            points         = (int)Math.Pow(2.0, 5) - 1; // five cycles
            for (i = 0; i < points; i++)
            {
                point = HaltonSequence.Halton(i, dimensionality);
                double error = Math.Abs(point[0] - vanderCorputSequenceModuloTwo[i]);
                if (error > tolerance)
                {
                    Debug.Print(i + 1 + " draw ("
                                + +point[0]
                                + ") in 1-D Halton sequence is not in the "
                                + "van der Corput sequence modulo two: "
                                + "it should have been "
                                + vanderCorputSequenceModuloTwo[i]
                                + " (error = " + error + ")");
                }
            }
            double[] vanderCorputSequenceModuloThree =
            {
                // first cycle (zero excluded)
                1.0 / 3,    2.0 / 3,
                // second cycle
                1.0 / 9,    4.0 / 9,   7.0 / 9,  2.0 / 9,   5.0 / 9,   8.0 / 9,
                // third cycle
                1.0 / 27, 10.0 / 27, 19.0 / 27, 4.0 / 27, 13.0 / 27, 22.0 / 27,
                7.0 / 27, 16.0 / 27, 25.0 / 27, 2.0 / 27, 11.0 / 27, 20.0 / 27,
                5.0 / 27, 14.0 / 27, 23.0 / 27, 8.0 / 27, 17.0 / 27, 26.0 / 27
            };
            dimensionality = 2;
            points         = (int)Math.Pow(3.0, 3) - 1; // three cycles of the higher dimension
            for (i = 0; i < points; i++)
            {
                point = HaltonSequence.Halton(i, dimensionality);
                double error = Math.Abs(point[0] - vanderCorputSequenceModuloTwo[i]);
                if (error > tolerance)
                {
                    Debug.Print("First component of " + i + 1
                                + " draw (" + +point[0]
                                + ") in 2-D Halton sequence is not in the "
                                + "van der Corput sequence modulo two: "
                                + "it should have been "
                                + vanderCorputSequenceModuloTwo[i]
                                + " (error = " + error + ")");
                }
                error = Math.Abs(point[1] - vanderCorputSequenceModuloThree[i]);
                if (error > tolerance)
                {
                    Debug.Print("Second component of " + i + 1
                                + " draw (" + +point[1]
                                + ") in 2-D Halton sequence is not in the "
                                + "van der Corput sequence modulo three: "
                                + "it should have been "
                                + vanderCorputSequenceModuloThree[i]
                                + " (error = " + error + ")");
                }
            }
        }