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 ℤ2. 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: 2015-09-03.
http://mint.sbg.ac.at/desc_NSobolTOMS.html