- Scrambled low discrepancy sequences generator.
- sfaur.f: Generating scrambled Faure sequence MaxD = 500
( updated on 17 Jun 02 )
- snied.f: Generating scrambled Niederreiter sequence Maxd = 318
( updated on 17 Jun 02 )
- sniedx.f: Generating scrambled Niederreiter-Xing sequence MaxD = 16
( updated on 17 Jun 02 )
- ssobol.f: Generating scrambled Sobol' sequence MaxD = 40
( updated on 17 Jun 02 )
-
If one wish to use program sniedx, then one has to copy the file
containing generator matrices namely nxs*** as well.
nxs10m30,
nxs11m30,
nxs12m30,
nxs13m30,
nxs14m30,
nxs15m30,
nxs16m30,
nxs4m30,
nxs5m30,
nxs6m30,
nxs7m30,
nxs8m30,
nxs9m30
- NX-sequences
- The low-discrepancy sequence library written by Ilja Friedel and Alexander Keller provides fast sample-point generators for the quasi-Monte Carlo and randomized quasi-Monte Carlo methods of integration.
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Last update : Sunday, 16-Jun-2002 20:57:31 CDT