Added Kronecker sequence

src/Sampling.jl

@@ -24,6 +24,11 @@ end
 
 struct RandomSample <: SamplingAlgorithm end
 
+struct KroneckerSample{A,B} <: SamplingAlgorithm
+    alpha::A
+    s0::B
+end
+
 """
 sample(n,lb,ub,S::GridSample)
 
@@ -159,3 +164,39 @@ function sample(n,d,D::Distribution)
         return Tuple.(x)
     end
 end
+
+
+"""
+sample(n,d,K::KroneckerSample)
+
+Returns a Tuple containing numbers following the Kronecker sample
+"""
+function sample(n,lb,ub,K::KroneckerSample)
+    d = length(lb)
+    alpha = K.alpha
+    s0 = K.s0
+    if d == 1
+        x = zeros(n)
+        @inbounds for i = 1:n
+            x[i] = (s0+i*alpha)%1
+        end
+        return @. (ub-lb) * x + lb
+    else
+        x = zeros(n,d)
+        @inbounds for j = 1:d
+            for i = 1:n
+                x[i,j] = (s0[j] + i*alpha[j])%i
+            end
+        end
+        #Resizing
+        # x∈[0,1], so affine transform column-wise
+        @inbounds for c = 1:d
+            x[:,c] = (ub[c]-lb[c])*x[:,c] .+ lb[c]
+        end
+
+        y = [x[i,:] for i = 1:n]
+        return Tuple.(y)
+    end
+
+
+end

src/Surrogates.jl

@@ -23,7 +23,7 @@ include("NeuralSurrogate.jl")
 export AbstractSurrogate, SamplingAlgorithm
 export Kriging, RadialBasis, add_point!, current_estimate, std_error_at_point
 export sample, GridSample, UniformSample, SobolSample, LatinHypercubeSample, LowDiscrepancySample
-export RandomSample
+export RandomSample, KroneckerSample
 export SRBF,LCBS,EI,DYCORS,SOP,surrogate_optimize
 export LobacheskySurrogate, lobachesky_integral, lobachesky_integrate_dimension
 export LinearSurrogate

test/sampling.jl

@@ -14,6 +14,7 @@ Surrogates.sample(n,lb,ub,LatinHypercubeSample())
 Surrogates.sample(20,lb,ub,LowDiscrepancySample(10))
 Surrogates.sample(5,d,Cauchy())
 Surrogates.sample(5,d,Normal(0,4))
+Surrogates.sample(5,lb,ub,KroneckerSample(sqrt(2),0))
 
 #ND
 lb = [0.1,-0.5]
@@ -48,3 +49,6 @@ s = Surrogates.sample(n,d,Cauchy())
 #Distribution 2
 s = Surrogates.sample(n,d,Normal(3,5))
 @test isa(s,Array{Tuple{typeof(s[1][1]),typeof(s[1][1])},1}) == true
+
+#Kronecker
+Surrogates.sample(5,lb,ub,KroneckerSample([sqrt(2),3.1415],[0,0]))