Implementation of irreducible Sobol sequences in prime power bases
Numerical Analysis
2019-10-10 v1 Numerical Analysis
Abstract
We present different implementations for the irreducible Sobol (IS) sequences introduced in [3]. For this purpose we retain two strategies: first we use the connection between IS and Niederreiter sequences to provide a very simple implementation requiring no computer search; then we use criteria measuring the equidistribution to search for good parameters. Numerical results comparing these IS sequences to known implementations show promise for the proposed approaches.
Keywords
Cite
@article{arxiv.1910.04084,
title = {Implementation of irreducible Sobol sequences in prime power bases},
author = {H. Faure and C. Lemieux},
journal= {arXiv preprint arXiv:1910.04084},
year = {2019}
}