latin_center

latin_center, a MATLAB code which makes Latin Center Squares for sampling.

A Latin square is a selection of one point from each row and column of a square matrix or table. In M dimensions, the corresponding item is a set of N points, where, in each dimension, there is exactly one point whose coordinates are in a given "column" or range of values. To emphasize the use of higher dimensions, these objects are sometimes called Latin hypersquares.

Once a particular Latin square has been chosen, if we select the center point of each subsquare, we have a Latin Center Square dataset.

Licensing:

The computer code and data files described and made available on this web page are distributed under the MIT license

Languages:

latin_center is available in a C++ version and a FORTRAN90 version and a MATLAB version.

Related Data and Programs:

cvt, a MATLAB code which computes elements of a centroidal voronoi tessellation.

faure, a MATLAB code which computes elements of a faure quasirandom sequence.

halton, a MATLAB code which computes elements of a halton quasirandom sequence.

hammersley, a MATLAB code which computes elements of a hammersley quasi monte carlo (qmc) sequence, using a simple interface.

latin_center, a dataset directory which contains a number of examples of datasets created by latin_center.

latin_center_test

latin_edge, a MATLAB code which computes elements of a latin hypercube dataset, choosing edge points.

latin_random, a MATLAB code which computes elements of a latin hypercube dataset, choosing points at random.

lattice_rule, a MATLAB code which approximates multidimensional integrals using lattice rules.

niederreiter2, a MATLAB code which computes elements of a niederreiter quasirandom sequence with base 2.

sobol, a MATLAB code which computes elements of a sobol quasirandom sequence.

uniform, a MATLAB code which computes elements of a uniform pseudorandom sequence.

van_der_corput, a MATLAB code which computes elements of a 1d van der corput sequence.

Reference:

1. Paul Bratley, Bennett Fox, Linus Schrage,
   A Guide to Simulation,
   Springer Verlag, pages 201-202, 1983.
2. C J Colbourn, J H Dinitz,
   CRC Handbook of Combinatorial Design,
   CRC, 1996.
3. Bennett Fox,
   Algorithm 647:
   Implementation and Relative Efficiency of Quasirandom Sequence Generators,
   ACM Transactions on Mathematical Software,
   Volume 12, Number 4, pages 362-376, 1986.
4. M D McKay, W J Conover, R J Beckman,
   A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output From a Computer Code,
   Technometrics,
   Volume 21, pages 239-245, 1979.
5. Albert Nijenhuis, Herbert Wilf,
   Combinatorial Algorithms,
   Academic Press, 1978, second edition,
   ISBN 0-12-519260-6.
6. Herbert Ryser,
   Combinatorial Mathematics,
   Mathematical Association of America, 1963.

Source Code:

• i4_uniform_ab.m, returns a random I4 in a given range.
• latin_center.m, returns center points in a Latin square.
• perm_uniform.m, selects a random permutation of N objects.
• r8mat_write.m, writes an R8MAT file.