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https://issues.apache.org/jira/browse/MATH-1597?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Gilles Sadowski updated MATH-1597:
----------------------------------
Description:
Two low-discrepancy sequences are implemented in Commons Math (in package
{{o.a.c.math4.legacy.random}}:
* {{SobolSequenceGenerator}}
* {{HaltonSequenceGenerator}}
They both provide several methods:
* {{nextVector()}}
* {{skipTo(int)}}
* {{getNextIndex()}}
of which only the first is part of their common API through the
{{RandomVectorGenerator}}.
I propose to create an interface that would better represent the specific
concept (and avoid the confusion with pseudo-random generators):
{code}
public interface LowDiscrepancySequence extends Supplier<double[]> { /* ... */}
{code}
Thus, instead of class {{SobolSequenceGenerator}} we'd have:
{code}
public class SobolSequence implements LowDiscrepancySequence {
// ...
}
{code}
This functionality could be moved to a new {{o.a.c.m.legacy.quasirandom}}
package (?).
Method {{skipTo}} could be replaced with an API similar to Commons RNG
{{JumpableUniformRandomProvider}} (?).
The new design (TBD on the "dev" ML) should ideally take [additional
implementations|https://en.wikipedia.org/wiki/Low-discrepancy_sequence] into
account.
was:
Two low-discrepancy sequences are implemented in Commons Math (in package
{{o.a.c.math4.legacy.random}}:
* {{SobolSequenceGenerator}}
* {{HaltonSequenceGenerator}}
They both provide several methods:
* {{nextVector()}}
* {{skipTo(int)}}
* {{getNextIndex()}}
of which only the first is part of their common API through the
{{RandomVectorGenerator}}.
I propose to create an interface that would better represent the specific
concept (and avoid the confusion with pseudo-random generators):
{code}
public interface LowDiscrepancySequence extends Supplier<double[]> { /* ... */}
{code}
Thus, instead of class {{SobolSequenceGenerator}} we'd have:
{code}
public class SobolSequence implements LowDiscrepancySequence {
// ...
}
{code}
This functionality could be moved to a new {{o.a.c.m.legacy.quasirandom}}
package (?).
Method {{skipTo}} could be replaced with an API similar to Commons RNG
{{JumpableUniformRandomProvider}} (?).
> Refactor low-discrepancy sequence functionality
> -----------------------------------------------
>
> Key: MATH-1597
> URL: https://issues.apache.org/jira/browse/MATH-1597
> Project: Commons Math
> Issue Type: Improvement
> Reporter: Gilles Sadowski
> Priority: Minor
> Fix For: 4.0
>
> Time Spent: 2h 40m
> Remaining Estimate: 0h
>
> Two low-discrepancy sequences are implemented in Commons Math (in package
> {{o.a.c.math4.legacy.random}}:
> * {{SobolSequenceGenerator}}
> * {{HaltonSequenceGenerator}}
> They both provide several methods:
> * {{nextVector()}}
> * {{skipTo(int)}}
> * {{getNextIndex()}}
> of which only the first is part of their common API through the
> {{RandomVectorGenerator}}.
> I propose to create an interface that would better represent the specific
> concept (and avoid the confusion with pseudo-random generators):
> {code}
> public interface LowDiscrepancySequence extends Supplier<double[]> { /* ...
> */}
> {code}
> Thus, instead of class {{SobolSequenceGenerator}} we'd have:
> {code}
> public class SobolSequence implements LowDiscrepancySequence {
> // ...
> }
> {code}
> This functionality could be moved to a new {{o.a.c.m.legacy.quasirandom}}
> package (?).
> Method {{skipTo}} could be replaced with an API similar to Commons RNG
> {{JumpableUniformRandomProvider}} (?).
> The new design (TBD on the "dev" ML) should ideally take [additional
> implementations|https://en.wikipedia.org/wiki/Low-discrepancy_sequence] into
> account.
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