;+ ; NAME: ; gsl_sobol ; ; ; PURPOSE: ; call the GSL routine for sobol sequences (gsl_qrng) using a C ; wrapper I wrote ; ; ; CATEGORY: ; Monte Carlo ; ; ; INPUTS: ; num: number of points in the series to construct (i.e. dblarr(num,dims)) ; dims: the number of dimensions to use (i.e. dblarr(num,dims)) ; ; ; KEYWORD PARAMETERS: ; CLEAN: Remove the *.so library and build it again ; VERBOSE: print a lot of debug information ; ; OUTPUTS: ; a double array (dblarr(num,dims)) of the dims-dimension Sobol sequence ; ; ; SIDE EFFECTS: ; Creates the *.so library file in the current directory ; ; ; RESTRICTIONS: ; One much have GSL installed and in the path. I wrote this on a MAC ; (10.5.2) and have no idea if it will function elsewhere. Also one ; must have gsl_sobol.c and idl_export.h in the current directory. ; ; ; EXAMPLE: ; IDL> print, gsl_sobol(5,2) ; 0.50000000 0.75000000 0.25000000 0.37500000 0.87500000 ; 0.50000000 0.25000000 0.75000000 0.37500000 0.87500000 ; ; ; ; MODIFICATION HISTORY: ; ; Fri Apr 4 16:47:44 2008, Brian Larsen ; ; written and tested ; ;- FUNCTION gsl_sobol, num, dims, CLEAN = clean, VERBOSE = verbose IF n_elements(num) EQ 0 THEN $ message, /ioerror, 'Must input the number to create' num = long(num) ; this has to be along for the C IF n_elements(dims) EQ 0 THEN $ dims = 1 IF keyword_set(clean) THEN $ FILE_DELETE, 'gsl_sobol.so', /ALLOW_NONEXISTENT IF file_test('gsl_sobol.so') NE 1 THEN BEGIN make_dll, 'gsl_sobol', 'gsl_sobol', 'gsl_sobol', $ compile_directory = '.', $ extra_lflags = '-lgslcblas -lm -lgsl', $ VERBOSE = verbose ENDIF arr = dblarr(num, dims) IF n_elements(verbose) EQ 1 THEN $ show_all_output = 1 ans = call_external('gsl_sobol.so', 'gsl_sobol', $ long(n_elements(arr[*, 0])), arr, dims, /auto_glue, $ /unload, SHOW_ALL_OUTPUT = show_all_output, $ /ignore_existing_glue, value = [1b, 0b, 1b]) RETURN, arr END