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Re: Additional Dimensions for the Sobol Generator
- From: Brian Gough <bjg at network-theory dot co dot uk>
- To: Philipp Noël Baecker <philipp dot baecker at gmx dot net>
- Cc: <gsl-discuss at sources dot redhat dot com>
- Date: Thu, 8 Apr 2004 18:51:39 +0100
- Subject: Re: Additional Dimensions for the Sobol Generator
- References: <20040406091412.1CABEE6F26@mail.ukfsn.org>
Philipp Noël Baecker writes:
> Some time ago there was a discussion about increasing the dimensionality of
> the Sobol QRNG. Today I came across an article by Joe and Kuo (2003) and
> added the additional primitive polynomials and direction numbers reported in
> their article. I did not thoroughly check them but will do so in a couple of
> days. Information on the quality of the sequences generated would be highly
> appreciated.
As previously mentioned, how did you generate the coefficients?
--
Brian Gough