Class for rank-1 lattice rules in Dakota. More...

Inheritance diagram for Rank1Lattice:

Public Member Functions
	Rank1Lattice (const UInt32Vector &generatingVector, int mMax, bool randomShiftFlag, int seedValue, Rank1LatticeOrdering ordering, short outputLevel)
	Default constructor. More...

	Rank1Lattice (const UInt32Vector &generatingVector, int mMax)
	A constructor that uses radical inverse ordering and a random shift.

	Rank1Lattice (int seedValue)
	A constructor with only the random seed as argument.

	Rank1Lattice ()
	A constructor with no arguments.

	Rank1Lattice (ProblemDescDB &problem_db)
	A constructor that takes a problem description database.

	Rank1Lattice (std::tuple< UInt32Vector, int > data, ProblemDescDB &problem_db)
	A constructor that takes a tuple and a problem description database The tuple contains the generating vector and corresponding log2 of the maximum number of points. More...

	~Rank1Lattice ()
	Destructor.

void	randomize ()
	Randomize this rank-1 lattice rule NOTE: required for 'unique' sampling in `NonDLowDiscrepancySampling`

void	random_shift ()
	Randomly shift this rank-1 lattice rule.

void	no_random_shift ()
	Do not randomly shift this rank-1 lattice rule.

Public Member Functions inherited from LowDiscrepancySequence
	LowDiscrepancySequence (int mMax, int dMax, int seedValue, short outputLevel)
	Default constructor. More...

void	get_points (RealMatrix &points)
	Get points from this low-discrepancy generator This function will store the points in-place in the matrix `points` Each column of `points` contains a `dimension`-dimensional point where `dimension` is equal to the number of rows of `points` and the number of points is equal to the number of columns of `points`

void	get_points (const size_t n, RealMatrix &points)
	Get the first `n` points from this low-discrepancy generator This function will store the points in-place in the matrix `points` Each column of `points` contains a `dimension`-dimensional point where `dimension` is equal to the number of rows of `points`

void	get_points (const size_t nMin, const size_t nMax, RealMatrix &points)
	Generates low-discrepancy points between given indices Returns the points with index `nMin`, `nMin` + 1, ..., `nMax` - 1 This function will store the points in-place in the matrix `points` Each column of `points` contains a `dimension`-dimensional point. More...

Private Member Functions
std::tuple< UInt32Vector, int >	get_data (ProblemDescDB &problem_db)
	Extract the generating vector and log2 of the maximum number of points from the given problem description database. More...

const std::tuple< UInt32Vector, int >	get_generating_vector_from_file (ProblemDescDB &problem_db)
	Case I: the generating vector is provided in an external file. More...

const std::tuple< UInt32Vector, int >	get_inline_generating_vector (ProblemDescDB &problem_db)
	Case II: the generating vector is provided in the input file. More...

const std::tuple< UInt32Vector, int >	get_default_generating_vector (ProblemDescDB &problem_db)
	Case III: a default generating vector has been selected. More...

void	random_shift (int seed)
	Apply random shift to this rank-1 lattice rule Uses the given seed to initialize the RNG When the seed is < 0, the random shift will be removed. More...

void	unsafe_get_points (const size_t nMin, const size_t nMax, RealMatrix &points)
	Generates rank-1 lattice points without error checking. More...

UInt32	reorder_natural (UInt32 k)
	Position of the `k`th lattice point in RANK_1_LATTICE_NATURAL_ORDERING.

UInt32	reorder_radical_inverse (UInt32 k)
	Position of the `k`th lattice point in RANK_1_LATTICE_RADICAL_INVERSE_ORDERING.

Private Attributes
UInt32Vector	generatingVector
	Generating vector of this rank-1 lattice rule.

bool	randomShiftFlag
	Randomize this rank-1 lattice rule if true.

RealVector	randomShift
	Random shift associated with this rank-1 lattice rule.

Rank1LatticeOrdering	ordering
	Order of the points of this rank-1 lattice rule.

Real	scale
	Scale factor for rank-1 lattice points.

UInt32(Rank1Lattice::*	reorder )(UInt32)
	Function pointer to the chosen order of the points.

Additional Inherited Members
Protected Member Functions inherited from LowDiscrepancySequence
void	check_sizes (const size_t nMin, const size_t nMax, RealMatrix &points)
	Perform checks on the matrix `points` Each column of `points` contains a `dimension`-dimensional point where `dimension` is equal to the number of rows of `points` The number of points `numPoints` is `nMax` - `nMin` Checks if the requested number of points `numPoints` exceeds the maximum number of points allowed in this low-discrepancy sequence Checks if the number of rows of the matrix `points` exceeds the maximum dimension allowed in this low-discrepancy sequence Checks if the matrix `points` has `numPoints` columns. More...

Protected Attributes inherited from LowDiscrepancySequence
int	dMax
	Maximum dimension of this low-discrepancy sequence.

int	mMax
	`log2` of the maximum number of points of this low-discrepancy sequence More...

int	seedValue
	The seed of this low-discrepancy sequence.

short	outputLevel
	The output verbosity level, can be one of {SILENT, QUIET, NORMAL, VERBOSE, DEBUG}_OUTPUT.

Detailed Description

Class for rank-1 lattice rules in Dakota.

Constructor & Destructor Documentation

◆ Rank1Lattice() [1/2]

Rank1Lattice	(	const UInt32Vector &	generatingVector,
		int	mMax,
		bool	randomShiftFlag,
		int	seedValue,
		Rank1LatticeOrdering	ordering,
		short	outputLevel
	)

Default constructor.

Print summary info when debugging

Options for setting the random shift of this rank-1 lattice rule

Print random shift vector when debugging

Print warning about missing random shift (will include the 0 point)

Options for setting the ordering of this rank-1 lattice rule

Parameters

mMax	Generating vector
randomShiftFlag	log2 of maximum number of points
seedValue	Use random shift if true
ordering	Random seed value
outputLevel	Order of the lattice points Verbosity

References Dakota::abort_handler(), LowDiscrepancySequence::dMax, Rank1Lattice::generatingVector, Dakota::length(), LowDiscrepancySequence::mMax, Rank1Lattice::ordering, LowDiscrepancySequence::outputLevel, Rank1Lattice::random_shift(), Rank1Lattice::randomShift, Rank1Lattice::randomShiftFlag, Rank1Lattice::reorder, Rank1Lattice::reorder_natural(), Rank1Lattice::reorder_radical_inverse(), Rank1Lattice::scale, and LowDiscrepancySequence::seedValue.

◆ Rank1Lattice() [2/2]

Rank1Lattice	(	std::tuple< UInt32Vector, int >	data,
		ProblemDescDB &	problem_db
	)

A constructor that takes a tuple and a problem description database The tuple contains the generating vector and corresponding log2 of the maximum number of points.

A constructor that takes a tuple and a problem description database.

Member Function Documentation

◆ get_data()

std::tuple< UInt32Vector, int > get_data ( ProblemDescDB & problem_db )

private

Extract the generating vector and log2 of the maximum number of points from the given problem description database.

Extract the generating vector and log2 of the maximum number of points from the given problem description database There are 3 different ways to specify a generating vector:

+-----------------------------------------------—+ | Case I: "generating_vector file [...]" | +-----------------------------------------------—+ The generating vector will be read from the file with the given name

+-----------------------------------------------—+ | Case II: "generating_vector inline [...]" | +-----------------------------------------------—+ Assumes the generating vector is given as an inline sequence of integers

+-----------------------------------------------—+ | Case III: "generating_vector predefined [...]" | +-----------------------------------------------—+ The given name should match the name of a predefined generating vector Choose one of:

cools_kuo_nuyens
kuo

Name of the file with the generating vector

Get the inline generating vector

NOTE: outputLevel has not been set yet, so gettting it directly from the 'problem_db' instead

Case I: the generating vector is provided in an external file

Case II: the generating vector is provided in the input file

Case III: a default generating vector has been selected

Verify that mMax has not been provided

References Dakota::abort_handler(), Rank1Lattice::get_default_generating_vector(), Rank1Lattice::get_generating_vector_from_file(), Rank1Lattice::get_inline_generating_vector(), ProblemDescDB::get_int(), ProblemDescDB::get_iv(), ProblemDescDB::get_short(), ProblemDescDB::get_string(), and LowDiscrepancySequence::outputLevel.

◆ get_generating_vector_from_file()

const std::tuple< UInt32Vector, int > get_generating_vector_from_file ( ProblemDescDB & problem_db )

private

Case I: the generating vector is provided in an external file.

Wrap in try-block

Catch-all handler

References Dakota::abort_handler(), Rank1Lattice::generatingVector, ProblemDescDB::get_int(), and ProblemDescDB::get_string().

Referenced by Rank1Lattice::get_data().

◆ get_inline_generating_vector()

const std::tuple< UInt32Vector, int > get_inline_generating_vector ( ProblemDescDB & problem_db )

private

Case II: the generating vector is provided in the input file.

Get the inline generating vector

Can't get away without making a copy here, conversion from int to UInt32, maybe there's a smarter way to do this? NOTE: that smarter way would probably mean implementing 'UINT32LIST' instead of 'INTEGERLIST'

References Rank1Lattice::generatingVector, ProblemDescDB::get_int(), and ProblemDescDB::get_iv().

Referenced by Rank1Lattice::get_data().

◆ get_default_generating_vector()

const std::tuple< UInt32Vector, int > get_default_generating_vector ( ProblemDescDB & problem_db )

private

Case III: a default generating vector has been selected.

NOTE: outputLevel has not been set yet, so gettting it directly from the 'problem_db' instead

Select predefined generating vector

References Dakota::cools_kuo_nuyens_d250_m20, ProblemDescDB::get_bool(), ProblemDescDB::get_short(), Dakota::kuo_d3600_m20, and LowDiscrepancySequence::outputLevel.

Referenced by Rank1Lattice::get_data().

◆ random_shift()

void random_shift ( int seed )

private

Apply random shift to this rank-1 lattice rule Uses the given seed to initialize the RNG When the seed is < 0, the random shift will be removed.

Randomize this low-discrepancy sequence Uses the given seed to initialize the RNG When the seed is < 0, the random shift will be removed.

NOTE: lhsDriver is really slow, switching to boost since variables are uncorrelated

Sets all entries to 0

References LowDiscrepancySequence::dMax, and Rank1Lattice::randomShift.

◆ unsafe_get_points()

void unsafe_get_points	(	const size_t	nMin,
		const size_t	nMax,
		RealMatrix &	points
	)

privatevirtual

Generates rank-1 lattice points without error checking.

Generates rank-1 lattice points without error checking Returns the points with index nMin, nMin + 1, ..., nMax - 1 This function will store the points in-place in the matrix points Each column of points contains a dimension-dimensional point where dimension is equal to the number of rows of points

Loop over all points

phi(k)

Loop over all dimensions

Map to [0, 1)

Implements LowDiscrepancySequence.

References Rank1Lattice::generatingVector, Rank1Lattice::randomShift, Rank1Lattice::reorder, and Rank1Lattice::scale.

The documentation for this class was generated from the following files:

Rank1Lattice.hpp
Rank1Lattice.cpp

Public Member Functions

Private Member Functions

Private Attributes

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ Rank1Lattice() [1/2]

◆ Rank1Lattice() [2/2]

Member Function Documentation

◆ get_data()

◆ get_generating_vector_from_file()

◆ get_inline_generating_vector()

◆ get_default_generating_vector()

◆ random_shift()

◆ unsafe_get_points()