Source code for chaospy.distributions.sampler.sequences.korobov

"""
Create samples from a Korobov lattice.

Examples usage
--------------

Normal usage::

    >>> distribution = chaospy.J(chaospy.Uniform(0, 1), chaospy.Uniform(0, 1))
    >>> samples = distribution.sample(4, rule="korobov")
    >>> samples.round(4)
    array([[0.2, 0.4, 0.6, 0.8],
           [0.4, 0.8, 0.2, 0.6]])
    >>> samples = distribution.sample(6, rule="korobov")
    >>> samples.round(4)
    array([[0.1429, 0.2857, 0.4286, 0.5714, 0.7143, 0.8571],
           [0.4286, 0.8571, 0.2857, 0.7143, 0.1429, 0.5714]])

"""
import numpy


[docs]def create_korobov_samples(order, dim, base=17797): """ Create Korobov lattice samples. Args: order (int): The order of the Korobov latice. Defines the number of samples. dim (int): The number of dimensions in the output. base (int): The number based used to calculate the distribution of values. Returns (numpy.ndarray): Korobov lattice with ``shape == (dim, order)`` """ values = numpy.empty(dim) values[0] = 1 for idx in range(1, dim): values[idx] = base * values[idx - 1] % (order + 1) grid = numpy.mgrid[:dim, : order + 1] out = values[grid[0]] * (grid[1] + 1) / (order + 1.0) % 1.0 return out[:, :order]