Implementation and tests of low-discrepancy sequences
- 1 July 1992
- journal article
- Published by Association for Computing Machinery (ACM) in ACM Transactions on Modeling and Computer Simulation
- Vol. 2 (3) , 195-213
- https://doi.org/10.1145/146382.146385
Abstract
Low-discrepancy sequences are used for numerical integration, in simulation, and in related applications. Techniques for producing such sequences have been proposed by, among others, Halton, Sobol´, Faure, and Niederreiter. Niederreiter's sequences have the best theoretical asymptotic properties. The paper describes two ways to implement the latter sequences on a computer and discusses the results obtained in various practical tests on particular integrals.Keywords
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