Algorithm 659
- 1 March 1988
- journal article
- Published by Association for Computing Machinery (ACM) in ACM Transactions on Mathematical Software
- Vol. 14 (1) , 88-100
- https://doi.org/10.1145/42288.214372
Abstract
We compare empirically accuracy and speed of low-discrepancy sequence generators of Sobol' and Faure. These generators are useful for multidimensional integration and global optimization. We discuss our implementation of the Sobol' generator.Keywords
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