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Re: [Help-gsl] quasi-Monte Carlo integration

From: Patrick Alken
Subject: Re: [Help-gsl] quasi-Monte Carlo integration
Date: Wed, 13 Nov 2013 09:06:46 -0700
User-agent: Mozilla/5.0 (X11; Linux x86_64; rv:17.0) Gecko/20131028 Thunderbird/17.0.10

Thanks for your work, I've added this to the gsl web page

On 11/10/2013 09:09 PM, David Zaslavsky wrote:
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

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