Increased dimension of directions numbers in Sobol sequence generation.

Fixes #360
Hipparchus-Math · Dec 17, 2024 · 01a2808 · 01a2808
1 parent 3703d65
commit 01a2808
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diff --git a/hipparchus-core/src/changes/changes.xml b/hipparchus-core/src/changes/changes.xml
@@ -50,6 +50,9 @@ If the output is not quite correct, check for invisible trailing spaces!
   </properties>
   <body>
     <release version="4.0" date="TBD" description="TBD">
+      <action dev="luc" type="fix" issue="issuers/360">
+        Increased dimension of directions numbers in Sobol sequence generation.
+      </action>
       <action dev="luc" type="fix" issue="issues/354">
         Added FieldBivariateGridInterpolator, FieldBilinearInterpolator and FieldBilinearInterpolatingFunction.
       </action>

diff --git a/hipparchus-core/src/main/java/org/hipparchus/random/SobolSequenceGenerator.java b/hipparchus-core/src/main/java/org/hipparchus/random/SobolSequenceGenerator.java
@@ -44,7 +44,7 @@
  * its subsequence (x1, ... xN) has a low discrepancy. It can be used to generate pseudo-random
  * points in a space S, which are equi-distributed.
  * <p>
- * The implementation already comes with support for up to 1000 dimensions with direction numbers
+ * The implementation already comes with support for up to 21201 dimensions with direction numbers
  * calculated from <a href="http://web.maths.unsw.edu.au/~fkuo/sobol/">Stephen Joe and Frances Kuo</a>.
  * <p>
  * The generator supports two modes:
@@ -66,10 +66,10 @@ public class SobolSequenceGenerator implements RandomVectorGenerator {
     private static final double SCALE = FastMath.pow(2, BITS);
 
     /** The maximum supported space dimension. */
-    private static final int MAX_DIMENSION = 1000;
+    private static final int MAX_DIMENSION = 21201;
 
     /** The resource containing the direction numbers. */
-    private static final String RESOURCE_NAME = "/assets/org/hipparchus/random/new-joe-kuo-6.1000";
+    private static final String RESOURCE_NAME = "/assets/org/hipparchus/random/new-joe-kuo-6.21201";
 
     /** Character set for file input. */
     private static final String FILE_CHARSET = "US-ASCII";
@@ -179,7 +179,7 @@ private int initFromStream(final InputStream is) throws MathIllegalStateExceptio
 
         // special case: dimension 1 -> use unit initialization
         for (int i = 1; i <= BITS; i++) {
-            direction[0][i] = 1l << (BITS - i);
+            direction[0][i] = 1L << (BITS - i);
         }
 
         final Charset charset = Charset.forName(FILE_CHARSET);