Expand description
Halton low-discrepancy sequences: prime radical inverses with a
seeded Cranley-Patterson rotation. Any number of dimensions, so this
is the quasi-random workhorse when the problem’s dimension exceeds
the embedded Sobol table (SobolSequence).
Structs§
- QmcSequence
- Multi-dimensional low-discrepancy sequence: Halton with prime bases and a deterministic Cranley-Patterson rotation per dimension (derived from the seed), mapped to standard normals through the inverse CDF.