The goal of this toolbox is to provide a collection of low discrepancy
sequences. These random numbers are designed to be used in a Monte-Carlo
simulation. For example, low discrepancy sequences provide a higher
convergence rate to the Monte-Carlo method when used in numerical
integration. The toolbox takes into account the dimension of the problem, i.e.
generate vectors with arbitrary size.
Overview of sequences
* The Halton sequence,
* The Sobol sequence,
* The Faure sequence,
* The Reverse Halton sequence of Vandewoestyne and Cools,
* The Niederreiter base 2 and arbitrary base sequence.
Use Patent Claims
Include Install Instructions
These details are provided for information only. No information here is legal advice and should not be used as such.