Remark on algorithm 659
Published in ACM Transactions on Mathematical Software • Mar 1, 2003
NobleIDNI8P90W12R30S63
Authors:,
Stephen Joe
Frances Y. Kuo
Abstract
An algorithm to generate Sobol' sequences to approximate integrals in up to 40 dimensions has been previously given by Bratley and Fox in Algorithm 659. Here, we provide more primitive polynomials and "direction numbers" so as to allow the generation of Sobol' sequences to approximate integrals in u...
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