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LHS-Maximin

This repository provides several programs by some methods in order to improve Latin Hypercube Sampling by criteria of maximin. Totally, this repository includes 4 different points of views to solve the problem. For example:

  • Method of iteration
    • In this method, the program check all the possibilities to find out the results, you can check it in the folder: LHS_EXAUSTIF
  • Method of testing distance
    • Generally when we have got the maximin distance, we can try to detect the result directly. In the folder: LHS_D2TEST
  • Method of sum combination
    • When the number of dimension >= number of points, the maximin distance is close to the theoretical limit. In the folder: LHS_SUM
  • Method of checking bound
    • When the number of points and dimensions are too big to find out the result, the repository provides a method to find out the bound. In the folder: LHS_BOUND

Requirements

You need an interpreter of the Matlab/Octave langage, that is, either Mathworks's Matlab or GNU Octave.

The results presented in the repository were obtained using Matlab R2015a on a computer equipped with Inter i7 3.4GHZ and RAM 16g. Besides, you’d better pay attention to your version of visual studio, which should match well with Matlab version.

Installation

Simply run init.m to compile all the MEX-files and add subdirectories to the path.

Licence

Copyright (C) 2016 Yuan Gao gaoyuantim@gmail.com and CentraleSupelec

This library is free software; you can redistribute it and/or modify it under the terms of the GNU Lesser General Public License as published by the Free Software Foundation; either version 2.1 of the License, or (at your option) any later version.

This library is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License for more details.

You should have received a copy of the GNU Lesser General Public License along with this library; if not, write to the Free Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 USA