sobol_sequences.h

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//
//

// -----------------------------------------------------------------------------
// Licence pertaining to sobol.cc and the accompanying sets of direction numbers

// -----------------------------------------------------------------------------
// Copyright (c) 2008, Frances Y. Kuo and Stephen Joe
// All rights reserved.

// Redistribution and use in source and binary forms, with or without
// modification, are permitted provided that the following conditions are met:
//
//    * Redistributions of source code must retain the above copyright
//      notice, this list of conditions and the following disclaimer.
//
//    * Redistributions in binary form must reproduce the above copyright
//      notice, this list of conditions and the following disclaimer in the
//      documentation and/or other materials provided with the distribution.

//    * Neither the names of the copyright holders nor the names of the
//      University of New South Wales and the University of Waikato
//      and its contributors may be used to endorse or promote products derived
//      from this software without specific prior written permission.
//
// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS ``AS IS'' AND ANY
// EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
// WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
// DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDERS BE LIABLE FOR ANY
// DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
// (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
// LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND
// ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
// (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
// SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.

#ifndef _SOBOL_SEQUENCES_H
#define _SOBOL_SEQUENCES_H

#include <cstdlib> 
#include <cmath>  
#include <iostream>
#include <iomanip>
#include <fstream>
#include "gsl_matrix_double.h" 

using namespace std;

//

class sobol : public matrix

{

 public:

//
//

  sobol(size_t N, size_t D);

//
//

  sobol sobol_points(size_t N, size_t D, const char *dir_file); 
 
 private:
 
//

  matrix sobol_pts;
  
};

#endif // _SOBOL_SEQUENCES_H