Papers › Implementation of irreducible Sobol sequences in prime power bases
Implementation of irreducible Sobol sequences in prime power bases
H. Faure, C. Lemieux
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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.
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