1 files changed, 52 insertions, 0 deletions
diff --git a/numlib/sobol.h b/numlib/sobol.h
new file mode 100644
index 0000000..08ac5c0
--- /dev/null
+++ b/numlib/sobol.h
@@ -0,0 +1,52 @@
+#ifndef SOBOL_H
+#define SOBOL_H
+
+#ifdef __cplusplus
+	extern "C" {
+#endif
+
+#define SOBOL_MAXBIT 30
+#define SOBOL_MAXDIM 40
+
+/* Object definition */
+struct _sobol {
+	/* Private: */
+	int          dim;			/* dimension we're set for */
+	unsigned int count;
+	double       recipd;
+	int          lastq[SOBOL_MAXDIM];
+	int          dir[SOBOL_MAXBIT][SOBOL_MAXDIM];
+
+	/* Public: */
+	/* Methods */
+
+	/* Get the next sobol vector, return nz if we've run out */
+	/* Values are between 0.0 and 1.0 */
+	int (*next)(struct _sobol *s, double *v);
+
+	/* Rest to the begining of the sequence */
+	void (*reset)(struct _sobol *s);
+
+	/* We're done with the object */
+	void (*del)(struct _sobol *s);
+
+}; typedef struct _sobol sobol;
+
+/* Return NULL on error */
+sobol *new_sobol(int dim);
+
+#ifdef __cplusplus
+	}
+#endif
+
+#endif /* SOBOL_H */
+
+
+
+
+
+
+
+
+
+