提交 e7cf8b04 编写于 作者: S stevenj

copyright etc. comments

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上级 8a5aa0c6
/* Copyright (c) 2007 Massachusetts Institute of Technology
*
* Permission is hereby granted, free of charge, to any person obtaining
* a copy of this software and associated documentation files (the
* "Software"), to deal in the Software without restriction, including
* without limitation the rights to use, copy, modify, merge, publish,
* distribute, sublicense, and/or sell copies of the Software, and to
* permit persons to whom the Software is furnished to do so, subject to
* the following conditions:
*
* The above copyright notice and this permission notice shall be
* included in all copies or substantial portions of the Software.
*
* THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
* EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF
* MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
* NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE
* LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION
* OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION
* WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
*/
/* Generation of Sobol sequences in up to 1111 dimensions, based on the
algorithms described in:
P. Bratley and B. L. Fox, Algorithm 659, ACM Trans.
Math. Soft. 14 (1), 88-100 (1988),
as modified by:
S. Joe and F. Y. Kuo, ACM Trans. Math. Soft 29 (1), 49-57 (2003).
Note that the code below was written without even looking at the Fortran
code, which is only semi-free (being under the restrictive ACM copyright
terms). Then I went to the Fortran code and took out the table of
primitive polynomials and starting direction #'s ... since this is just
a table of numbers generated by a deterministic algorithm, it is not
copyrightable. (Obviously, the format of these tables necessitated
some slight modifications to the code.)
For the test integral of Joe and Kuo (see the main() program
below), I get exactly the same results for integrals up to 1111
dimensions compared to the table of published numbers (to the 5
published significant digits).
This is not to say that the authors above should not be credited for
their clear description of the algorithm (and their tabulation of
the critical numbers). Please cite them. Just that I needed
a free/open-source implementation. */
#include <stdlib.h>
#include "nlopt-util.h"
......
/* Copyright (c) 2007 Massachusetts Institute of Technology
*
* Permission is hereby granted, free of charge, to any person obtaining
* a copy of this software and associated documentation files (the
* "Software"), to deal in the Software without restriction, including
* without limitation the rights to use, copy, modify, merge, publish,
* distribute, sublicense, and/or sell copies of the Software, and to
* permit persons to whom the Software is furnished to do so, subject to
* the following conditions:
*
* The above copyright notice and this permission notice shall be
* included in all copies or substantial portions of the Software.
*
* THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
* EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF
* MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
* NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE
* LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION
* OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION
* WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
*/
#ifndef SOBOLSEQ_H
#define SOBOLSEQ_H
......
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