Low Discrepancy Sequences
August 1, 2019 ยท View on GitHub
Source Code: src/families/_2d/samples/lds/
This extends the concept of low discrepancy numbers from 1d to 2d.
Check out the 1d low discrepancy sequence page for an explanation of the basic ideas:
N-Rooks
N-Rooks is a sampling pattern where you treat an NxN image as if it were a chess board. Every sampling position is a rook that could move horizontally or vertically, and should be placed such that none of these rooks could capture / "see" any of the other rooks.
In other words, every column has a single sample point in it, and every row has a single sample point in it.
An easy way to do this is to start by having a diagonal line of the rooks like (0,0) (1,1) (2,2) ... (N-1, N1), and then randomly shuffling the rows.
While this sampling pattern is randomized pretty heavily using white noise, the 1d projections of this pattern on the X and Y axis have no overlap and are a shuffle, making it better than white noise and also pretty easy to generate.
TODO: finish this page!
Test Results
samples tested:
-
NRooks (Not Progressive, Randomized)
-
Sobol (Progressive, Deterministic)
-
Halton_2_3_Zero (Progressive, Deterministic)
-
Halton_2_3 (Progressive, Deterministic)
-
Halton_5_7 (Progressive, Deterministic)
-
Halton_13_9 (Progressive, Deterministic)
NRooks
Discrete Fourier Transform

Plot

Sobol
Discrete Fourier Transform

Plot

Halton_2_3_Zero
Discrete Fourier Transform

Plot

Halton_2_3
Discrete Fourier Transform

Plot

Halton_5_7
Discrete Fourier Transform

Plot

Halton_13_9
Discrete Fourier Transform

Plot

Discrepancy Test

Numerical Integration
Disk

Triangle

Step

Gaussian

Bilinear
