Skip to content

Commit a1b2c89

Browse files
committed
Revert "QPR-12140 tmp commit for further debugging unit test"
This reverts commit fbaf6a5.
1 parent 8894776 commit a1b2c89

2 files changed

Lines changed: 5 additions & 14 deletions

File tree

ql/math/randomnumbers/burley2020sobolrsg.cpp

Lines changed: 3 additions & 11 deletions
Original file line numberDiff line numberDiff line change
@@ -20,7 +20,6 @@
2020
#include <ql/math/randomnumbers/burley2020sobolrsg.hpp>
2121
#include <ql/math/randomnumbers/mt19937uniformrng.hpp>
2222
#include <boost/functional/hash.hpp>
23-
#include <iostream>
2423

2524
namespace QuantLib {
2625

@@ -107,19 +106,15 @@ namespace QuantLib {
107106
}
108107

109108
const std::vector<std::uint32_t>& Burley2020SobolRsg::nextInt32Sequence() const {
110-
auto n = nested_uniform_scramble(nextSequenceCounter_, group4Seeds_[0]);
111-
const auto& seq = sobolRsg_->skipTo(n);
112-
std::cout << "nextInt32Sequence(): nested_uniform_scramble(" << nextSequenceCounter_ << "," << group4Seeds_[0] << ") = " << n << std::endl;
109+
const auto& seq =
110+
sobolRsg_->skipTo(nested_uniform_scramble(nextSequenceCounter_, group4Seeds_[0]));
113111
std::copy(seq.begin(), seq.end(), integerSequence_.begin());
114112
Size i = 0, group = 0;
115113
do {
116114
Size seed = group4Seeds_[group++];
117115
for (Size g = 0; g < 4 && i < dimensionality_; ++g, ++i) {
118116
boost::hash_combine(seed, g);
119117
integerSequence_[i] = nested_uniform_scramble(integerSequence_[i], seed);
120-
std::cout << "nextInt32Sequence(): nested_uniform_scramble(" << integerSequence_[i]
121-
<< "," << seed << ") = " << integerSequence_[i] << " (i=" << i
122-
<< ")" << std::endl;
123118
}
124119
} while (i < dimensionality_);
125120
++nextSequenceCounter_;
@@ -129,11 +124,8 @@ namespace QuantLib {
129124
const SobolRsg::sample_type& Burley2020SobolRsg::nextSequence() const {
130125
const std::vector<std::uint32_t>& v = nextInt32Sequence();
131126
// normalize to get a double in (0,1)
132-
for (Size k = 0; k < dimensionality_; ++k) {
127+
for (Size k = 0; k < dimensionality_; ++k)
133128
sequence_.value[k] = static_cast<double>(v[k]) / 4294967296.0;
134-
std::cout << "nextSequence(): " << v[k] << " / 4294967296.0 = " << sequence_.value[k]
135-
<< " (k=" << k << ")" << std::endl;
136-
}
137129
return sequence_;
138130
}
139131
}

test-suite/lowdiscrepancysequences.cpp

Lines changed: 2 additions & 3 deletions
Original file line numberDiff line numberDiff line change
@@ -1093,12 +1093,11 @@ void LowDiscrepancyTest::testHighDimensionalIntegrals() {
10931093
return p;
10941094
};
10951095

1096-
Size N = 10;//30031;
1096+
Size N = 30031;
10971097

10981098
BOOST_TEST_MESSAGE("dimension,Sobol(Gray),Sobol(Seq),Burley2020");
10991099

1100-
std::vector<Size> dimension = {3, 4, 5};
1101-
// std::vector<Size> dimension = {1000,2000,5000};
1100+
std::vector<Size> dimension = {1000,2000,5000};
11021101
std::vector<std::vector<Real>> expectedOrderOfError = {
11031102
{-3.0, -3.0, -4.5}, {-2.5, -2.5, -4.0}, {-2.0, -2.0, -4.0}};
11041103

0 commit comments

Comments
 (0)