Apache/commons-math
1
0
Fork 0
mirror of https://github.com/apache/commons-math.git synced 2025-02-06 01:59:13 +00:00
Code Issues Packages Projects Releases Wiki Activity

[MATH-977] Completed HaltonSequence generator, adding test.

Browse Source 
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1486422 13f79535-47bb-0310-9956-ffa450edef68
This commit is contained in:
Thomas Neidhart 2013-05-26 15:59:03 +00:00
parent ba68b44abf
commit 9e56afb7c4
2 changed files with 138 additions and 0 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

3
src/changes/changes.xml
View File

@ -51,6 +51,9 @@ If the output is not quite correct, check for invisible trailing spaces!
</properties>
<body>
<release version="x.y" date="TBD" description="TBD">
<action dev="tn" type="add" issue="MATH-977">
Added low-discrepancy random generator "HaltonSequenceGenerator".
</action>
<action dev="tn" type="add" issue="MATH-826" due-to="Sam Halliday">
Added low-discrepancy random generator "SobolSequenceGenerator".
</action>

135
src/test/java/org/apache/commons/math3/random/HaltonSequenceGeneratorTest.java Normal file
View File

@ -0,0 +1,135 @@
/*
* Licensed to the Apache Software Foundation (ASF) under one or more
* contributor license agreements. See the NOTICE file distributed with
* this work for additional information regarding copyright ownership.
* The ASF licenses this file to You under the Apache License, Version 2.0
* (the "License"); you may not use this file except in compliance with
* the License. You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
package org.apache.commons.math3.random;
import static org.junit.Assert.*;
import org.apache.commons.math3.exception.DimensionMismatchException;
import org.apache.commons.math3.exception.NullArgumentException;
import org.apache.commons.math3.exception.OutOfRangeException;
import org.junit.Before;
import org.junit.Test;
public class HaltonSequenceGeneratorTest {
private double[][] referenceValues = {
{ 0.0, 0.0, 0.0 },
{ 0.5, 0.6667, 0.6 },
{ 0.25, 0.3333, 0.2 },
{ 0.75, 0.2223, 0.8 },
{ 0.125, 0.8888, 0.4 },
{ 0.625, 0.5555, 0.12 },
{ 0.375, 0.1111, 0.72 },
{ 0.875, 0.7777, 0.32 },
{ 0.0625, 0.4444, 0.92 },
{ 0.5625, 0.0740, 0.52 }
};
private double[][] referenceValuesUnscrambled = {
{ 0.0, 0.0 },
{ 0.5, 0.3333 },
{ 0.25, 0.6666 },
{ 0.75, 0.1111 },
{ 0.125, 0.4444 },
{ 0.625, 0.7777 },
{ 0.375, 0.2222 },
{ 0.875, 0.5555 },
{ 0.0625, 0.8888 },
{ 0.5625, 0.0370 }
};
private HaltonSequenceGenerator generator;
@Before
public void setUp() {
generator = new HaltonSequenceGenerator(3);
}
@Test
public void test3DReference() {
for (int i = 0; i < referenceValues.length; i++) {
double[] result = generator.nextVector();
assertArrayEquals(referenceValues[i], result, 1e-3);
assertEquals(i + 1, generator.getNextIndex());
}
}
@Test
public void test2DUnscrambledReference() {
generator = new HaltonSequenceGenerator(2, new int[] {2, 3}, null);
for (int i = 0; i < referenceValuesUnscrambled.length; i++) {
double[] result = generator.nextVector();
assertArrayEquals(referenceValuesUnscrambled[i], result, 1e-3);
assertEquals(i + 1, generator.getNextIndex());
}
}
@Test
public void testConstructor() {
try {
new HaltonSequenceGenerator(0);
fail();
} catch (OutOfRangeException e) {
// expected
}
try {
new HaltonSequenceGenerator(41);
fail();
} catch (OutOfRangeException e) {
// expected
}
}
@Test
public void testConstructor2() throws Exception{
try {
new HaltonSequenceGenerator(2, new int[] { 1 }, null);
fail();
} catch (OutOfRangeException e) {
// expected
}
try {
new HaltonSequenceGenerator(2, null, null);
fail();
} catch (NullArgumentException e) {
// expected
}
try {
new HaltonSequenceGenerator(2, new int[] { 1, 1 }, new int[] { 1 });
fail();
} catch (DimensionMismatchException e) {
// expected
}
}
@Test
public void testSkip() {
double[] result = generator.skipTo(5);
assertArrayEquals(referenceValues[5], result, 1e-3);
assertEquals(6, generator.getNextIndex());
for (int i = 6; i < referenceValues.length; i++) {
result = generator.nextVector();
assertArrayEquals(referenceValues[i], result, 1e-3);
assertEquals(i + 1, generator.getNextIndex());
}
}
}