latin_random

latin_random, a Python code which makes Latin random squares.

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.

A Latin Random Square (I just made up this name) is a set of N points, where one point is taken at random from each of the subsquares of a Latin Square. These points may be regarded as an M dimensional quasirandom pointset.

Licensing:

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

Languages:

latin_random is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version and a Python version.

Related Data and Programs:

halton, a Python code which computes elements of a Halton Quasi Monte Carlo (QMC) sequence, using a simple interface.

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

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

van_der_corput, a python code which computes elements of a 1d van der corput quasi monte carlo (qmc) sequence using a simple interface.

Reference:

1. Paul Bratley, Bennett Fox, Linus Schrage,
   A Guide to Simulation,
   Springer Verlag, pages 201-202, 1983.
2. C J Colbourn and 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. Michael McKay, William Conover, Richard 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:

• latin_random.py, the source code.
• latin_random.sh, runs all the tests.
• latin_random.txt, the output file.