9.4. pyopus.misc.sobol
— Sobol sequence generator¶
Sobol sequence generator
Details can be found in
- [joekuo1] S. Joe and F. Y. Kuo, Remark on Algorithm 659: Implementing Sobol’s
quasirandom sequence generator, ACM Trans. Math. Softw. 29, 49-57 (2003).
- [joekuo2] S. Joe and F. Y. Kuo, Constructing Sobol sequences with better two-dimensional
projections, SIAM J. Sci. Comput. 30, 2635-2654 (2008).
The code is a modification (efficiency reasons) of the code published at http://web.maths.unsw.edu.au/~fkuo/sobol/
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class
pyopus.misc.sobol.
Sobol
(dim)[source]¶ Constructs a Sobol sequence generator with dimension dim. The sequence members are in graycode order.