[Top][All Lists]

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[Help-gsl] Sobol and Niederreiter quasi-random (low discrepancy) sequenc

From: Liam Healy
Subject: [Help-gsl] Sobol and Niederreiter quasi-random (low discrepancy) sequences
Date: Wed, 21 Dec 2011 17:11:19 -0500

I have multiple related questions about the low discrepancy or quasi-random
sequences provided in GSL.

1) When I generate the Sobol sequence for 2 dimensions, it does not start
with 0,0.  I don't know if it should or shouldn't, but the Joe and
Kuo<> generator
starts with 0,0.
2) When I try the Niederreiter algorithm gsl_qrng_niederreiter_2 for 100
points and dimension 2, I get the same sequence as for the Sobol, except it
starts with 0,0 (and of course stops one short).  Is that supposed to
3) Joe and Kuo's Sobol generator goes to dimension 21201 (GSL's goes to
dimension 40).   Would it be better to use theirs in GSL instead?  The code
is available on their website (BSD license), but it is in C++.

I am using GSL 1.14 on Debian squeeze.  I don't have C code examples to
show because I'm using GSLL (Common Lisp interface).

Thank you.


reply via email to

[Prev in Thread] Current Thread [Next in Thread]