ALGORITHM-738 - PROGRAMS TO GENERATE NIEDERREITERS LOW-DISCREPANCY SEQUENCES

被引:24
作者
BRATLEY, P
FOX, BL
NIEDERREITER, H
机构
[1] UNIV COLORADO,DEPT MATH,DENVER,CO 80217
[2] AUSTRIAN ACAD SCI,INST INFORMAT PROC,A-1010 VIENNA,AUSTRIA
来源
ACM TRANSACTIONS ON MATHEMATICAL SOFTWARE | 1994年 / 20卷 / 04期
关键词
LOW-DISCREPANCY SEQUENCES; NIEDERREITER SEQUENCES; QUASI-MONTE CARLO; QUASI-RANDOM SEQUENCES;
D O I
10.1145/198429.198436
中图分类号
TP31 [计算机软件];
学科分类号
081202 [计算机软件与理论]; 0835 [软件工程];
摘要
This note points out programs to implement Niederreiter's low-discrepancy sequences.
引用
收藏
页码:494 / 495
页数:2
相关论文
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IMPLEMENTING SOBOLS QUASIRANDOM SEQUENCE GENERATOR [J].
BRATLEY, P ;
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ACM TRANSACTIONS ON MATHEMATICAL SOFTWARE, 1988, 14 (01) :88-100
[2]
Bratley P., 1992, ACM Transactions on Modeling and Computer Simulation, V2, P195, DOI 10.1145/146382.146385
[3]
IMPLEMENTATION AND RELATIVE EFFICIENCY OF QUASIRANDOM SEQUENCE GENERATORS [J].
FOX, BL .
ACM TRANSACTIONS ON MATHEMATICAL SOFTWARE, 1986, 12 (04) :362-376
[4]
Niederreiter H., 1992, RANDOM NUMBER GENERA