Remark on Algorithm 659: Implementing Sobol's quasirandom sequence generator

ACM Transactions on Mathematical Software

Volumn 29, Issue 1, 2003, Pages 49-57

  Joe, Stephen ^a   Kuo, Frances Y ^b  

^a UNIVERSITY OF WAIKATO   (New Zealand)

^b UNIVERSITY OF NEW SOUTH WALES   (Australia)

Author keywords

Low discrepancy sequences; Primitive polynomials; Quasirandom sequences; Sobol' sequences

Indexed keywords

LOW-DISCREPANCY SEQUENCES; PRIMITIVE POLYNOMIALS; QUASIRANDOM SEQUENCES; SOBOL'S SEQUENCES;

APPROXIMATION THEORY; COMPUTER SOFTWARE; DIFFERENTIATION (CALCULUS); FORTRAN (PROGRAMMING LANGUAGE); POLYNOMIALS;

ALGORITHMS;

EID: 10844292762     PISSN: 00983500     EISSN: None     Source Type: Journal    
DOI: 10.1145/641876.641879     Document Type: Article

References (17)

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