Sobolโ€™ Sequences with Guaranteed-Quality 2D Projections

Abstract

Low-discrepancy sequences, and more particularly Sobolโ€™ sequences are gold standard for drawing highly uniform samples for quasi-Monte Carlo applications. They produce so-called (๐‘ก,๐‘ )-sequences, that is, sequences of ๐‘ -dimensional samples whose uniformity is controlled by a non-negative integer quality factor ๐‘ก. The Monte Carlo integral estimator has a convergence rate that improves as ๐‘ก decreases. Sobolโ€™ construction in base 2 also provides extremely fast sampling point generation using efficient xor-based arithmetic. Computer graphics applications, such as rendering, often require high uniformity in consecutive 2D projections and in higher-dimensional projections at the same time. However, it can be shown that, in the classical Sobolโ€™ construction, only a single 2D sequence of points (up to scrambling), constructed using irreducible polynomials ๐‘ฅ and ๐‘ฅ+1, achieves the ideal ๐‘ก = 0 property. Reusing this sequence in projections necessarily loses high dimensional uniformity. We prove the existence and construct many 2D Sobolโ€™ sequences having ๐‘ก = 1 using irreducible polynomials ๐‘ and ๐‘^2 +๐‘+1. They can be readily combined to produce higher-dimensional low discrepancy sequences with a high-quality ๐‘ก = 1, guaranteed in consecutive pairs of dimensions. We provide the initialization table that can be directly used with any existing Sobolโ€™ implementation, along with the corresponding generator matrices, for an optimized 692-dimensional Sobolโ€™ construction. In addition to guaranteeing the (1,2)-sequence property for all consecutive pairs, we ensure that ๐‘ก โ‰ค4 for consecutive 4D projections up to 215 points.

Publication
ACM Transactions on Graphics (Proceedings of SIGGRAPH)

We demonstrate that 2D Sobolโ€™ sequences constructed with polynomials ๐‘and ๐‘2 +๐‘+1 have a characteristic matrix ๐พ= ๐‘€๐‘2+๐‘+1๐‘€โˆ’1 ๐‘ that can be obtained with a simple recursive algorithm. This is illustrated using polynomials of degrees ๐‘’ = 5 and 2๐‘’ = 10, where each colored block has dimensions ๐‘’ร—๐‘’. They produce high-quality (1,2)-sequences (with quality factor ๐‘ก = 1) under mild conditions on ๐พโ€™s blocks and ๐‘(bottom). The quality factor ๐‘ก of each point set is indicated in the upper-right corner of each patch (only 256 points are shown). We use these (1,2)-sequences to construct higher-dimensional low-discrepancy sequences with high-quality 2D and 4D projections.