Algorithm 659
Published in ACM Transactions on Mathematical Software • Mar 1, 1988
NobleIDNI6P12W54R55S81
Authors:,
Paul Bratley
Bennett L. Fox
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.
Finding related papers...
Discussions
(0)No comments yet
Be the first to share your thoughts!