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beliavsky@aol.com Guest
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Posted: Thu Jul 22, 2004 4:14 pm Post subject: quasi-random number generation |
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There is a proposal to add nonuniform RNGs to C++. Has there been
consideration of adding quasi-random or "low discrepancy" uniformly
distributed variates, using the Sobol, Halton, or other sequences?
Ideally, the quasi-random sequences could also be used to generate the
nonuniform random numbers.
Quasi-random sequences are discussed in Chapter 18 of the 2nd edition
of the GNU Scientific Library and in section 7.7 of Numerical Recipes
in C.
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