Re: Quasi-random number generator -- Sobol alike

[Thomas Walter]

>>>>> "Joao" == Joao Cardoso <address@hidden> writes:

    Joao> Hi,

    Joao> Has anyone implemented and want to share a quasi-random (or 
sub-random)
    Joao> generator? like the one described in NR pp-309?

If I understand your request correct, then you have it and over 20
other random generators if you use the interface between octave and
GSL random generators which I submitted some weeks ago to
'octave-sources'.  This part from GSL seems good tested and stable.
This interface of mine supports currenty only the used generator not
special random number distributions, because this is another chapter.
Random number distributions are generated using the RNG and special
functions (a lot are available) and currently I have no idea how to
design the interface.
Hints are welcome.

Bye
Thomas

-- 
Platzangst:
Der dauerhafte Zustand eines Luftballons.

----------------------------------------------
Dipl. Phys. Thomas Walter
Inst. f. Physiklische Chemie II
Egerlandstr. 3                          Tel.: ++9131-85 27326 / 27330
91058 Erlangen, Germany                 email: address@hidden



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