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Algorithm 659

  • Bratley P
  • Fox B
ACM Transactions on Mathematical Software (1988) 14(1) 88-100
DOI: 10.1145/42288.214372
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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.

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APA

Bratley, P., & Fox, B. L. (1988). Algorithm 659. ACM Transactions on Mathematical Software, 14(1), 88–100. https://doi.org/10.1145/42288.214372

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