Sobol Sequence (Bratley–Fox Implementation) with Equidistant Coordinate

Bratley and Fox [1] provide a FORTRAN implementation of the Sobolʹ sequence [2], a digital (t, s)-sequence over 2. Nets with 1 ≤ s ≤ 40 and 0 ≤ m ≤ 31 are evaluated.

References

[1]Paul Bratley and Bennett L. Fox.
Algorithm 659: Implementing Sobol’s quasirandom sequence generator.
ACM Transactions on Mathematical Software, 14(1):88–100, March 1988.
doi:10.1145/42288.214372
[2]Ilʹya M. Sobolʹ.
On the distribution of points in a cube and the approximate evaluation of integrals.
U.S.S.R. Computational Mathematics and Mathematical Physics, 7(4):86–112, 1967.

Copyright

Copyright © 2004, 2005, 2006, 2007, 2008, 2009, 2010 by Rudolf Schürer and Wolfgang Ch. Schmid.
Cite this as: Rudolf Schürer and Wolfgang Ch. Schmid. “Sobol Sequence (Bratley–Fox Implementation) with Equidistant Coordinate.” From MinT—the database of optimal net, code, OA, and OOA parameters. Version: 2008-04-04. http://mint.sbg.ac.at/desc_NSobolTOMS.html

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