Implementation and tests of low-discrepancy sequences

Implementation and tests of low-discrepancy sequences 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. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png ACM Transactions on Modeling and Computer Simulation (TOMACS) Association for Computing Machinery

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Publisher
Association for Computing Machinery
Copyright
Copyright © 1992 by ACM Inc.
ISSN
1049-3301
DOI
10.1145/146382.146385
Publisher site
See Article on Publisher Site

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.

Journal

ACM Transactions on Modeling and Computer Simulation (TOMACS)Association for Computing Machinery

Published: Jul 1, 1992

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