[Top][All Lists]

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

[Help-gsl] quasi-Monte Carlo integration

From: David Zaslavsky
Subject: [Help-gsl] quasi-Monte Carlo integration
Date: Sun, 10 Nov 2013 23:09:59 -0500
User-agent: Mozilla/5.0 (X11; Linux x86_64; rv:24.0) Gecko/20100101 Thunderbird/24.0

Hi everyone,

It occurred to me today that I should have sent this out some time ago,
but anyway... unless I'm missing something, I don't believe GSL natively
includes any way to do quasi-Monte Carlo integration, and neither do any
of the listed extensions allow for it. So I wrote my own, at
It is just a copy of the (plain) GSL Monte Carlo integrator that uses a
quasirandom number generator instead of a pseudorandom number generator.

Perhaps this could also be listed as an extension on the main GSL page?

Of course, any bug reports or comments are welcome.

:) David

Attachment: signature.asc
Description: OpenPGP digital signature

reply via email to

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