Algorithm 659-Reference-Cited by-同舟云学术

Algorithm 659

Published:1988-03 Issue:1 Volume:14 Page:88-100
ISSN:0098-3500
Container-title:ACM Transactions on Mathematical Software
language:en
Short-container-title:ACM Trans. Math. Softw.

Author:

Bratley Paul¹,Fox Bennett L.¹

Affiliation:

1. Département d'informatique et de recherche opérationnelle, Université de Montréal, P.O. Box 6128, Station A, Montreal, Canada H3C 3J7

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.

Publisher

Association for Computing Machinery (ACM)

Subject

Applied Mathematics,Software

Link

https://dl.acm.org/doi/pdf/10.1145/42288.214372

Reference15 articles.

1. An economic method of computing LP~-sequences;ANTONOV I. A.;USSR Comput. Math. Math. Phys.,1979

2. DAVIS P. J. AND RABINOWITZ P. Methods o{ Numerical Integration. Academic Press New York 1983. DAVIS P. J. AND RABINOWITZ P. Methods o{ Numerical Integration. Academic Press New York 1983.

3. Discr~pance de suites associ~es ~ un syst~me de numeration (en dimension s);FAURE H;Acta Arithmetica,1982

4. Algorithm 647: Implementation and Relative Efficiency of Quasirandom Sequence Generators

5. On the efficiency of certain quasi-random sequences of points in evaluating multi-dimensional integrals;HALTON J.H;Numer. Math.,1960

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