Module rgsl::types::qrng
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[src]
Quasi-Random Sequences
This chapter describes functions for generating quasi-random sequences in arbitrary dimensions. A quasi-random sequence progressively covers a d-dimensional space with a set of points that are uniformly distributed. Quasi-random sequences are also known as low-discrepancy sequences. The quasi-random sequence generators use an interface that is similar to the interface for random number generators, except that seeding is not required—each generator produces a single sequence.
References
The implementations of the quasi-random sequence routines are based on the algorithms described in the following paper,
P. Bratley and B.L. Fox and H. Niederreiter, “Algorithm 738: Programs to Generate Niederreiter’s Low-discrepancy Sequences”, ACM Transactions on Mathematical Software, Vol. 20, No. 4, December, 1994, p. 494–495.
Structs
| QRng | |
| QRngType |