function [y] = soblev99(xx, b, c0) %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% % % SOBOL' & LEVITAN (1999) FUNCTION % % Authors: Sonja Surjanovic, Simon Fraser University % Derek Bingham, Simon Fraser University % Questions/Comments: Please email Derek Bingham at dbingham@stat.sfu.ca. % % Copyright 2013. Derek Bingham, Simon Fraser University. % % THERE IS NO WARRANTY, EXPRESS OR IMPLIED. WE DO NOT ASSUME ANY LIABILITY % FOR THE USE OF THIS SOFTWARE. If software is modified to produce % derivative works, such modified software should be clearly marked. % Additionally, this program is free software; you can redistribute it % and/or modify it under the terms of the GNU General Public License as % published by the Free Software Foundation; version 2.0 of the License. % Accordingly, this program 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 % General Public License for more details. % % For function details and reference information, see: % http://www.sfu.ca/~ssurjano/ % %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% % % INPUTS: % % xx = [x1, x2, ..., xd] % b = d-dimensional vector (optional), with default value % [2, 1.95, 1.9, 1.85, 1.8, 1.75, 1.7, 1.65, 0.4228, 0.3077, 0.2169, % 0.1471, 0.0951, 0.0577, 0.0323, 0.0161, 0.0068, 0.0021, 0.0004, 0] % (when d<=20) % c0 = constant term (optional), with default value 0 % %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% d = length(xx); if (nargin == 1) if (d <= 20) b = [2, 1.95, 1.9, 1.85, 1.8, 1.75, 1.7, 1.65, 0.4228, 0.3077, 0.2169, 0.1471, 0.0951, 0.0577, 0.0323, 0.0161, 0.0068, 0.0021, 0.0004, 0]; else error('Value of the d-dimensional vector b is required.') end c0 = 0; elseif (nargin == 2) c0 = 0; end Id = 1; for ii = 1:d bi = b(ii); new = (exp(bi)-1) / bi; Id = Id * new; end sum = 0; for ii = 1:d bi = b(ii); xi = xx(ii); sum = sum + bi*xi; end y = exp(sum) - Id + c0; end