Additional Dimensions for the Sobol Generator

Brian Gough bjg@network-theory.co.uk
Thu Apr 8 17:53:00 GMT 2004


Philipp Noël Baecker writes:
 > Some time ago there was a discussion about increasing the dimensionality of
 > the Sobol QRNG. Today I came across an article by Joe and Kuo (2003) and
 > added the additional primitive polynomials and direction numbers reported in
 > their article. I did not thoroughly check them but will do so in a couple of
 > days. Information on the quality of the sequences generated would be highly
 > appreciated.

As previously mentioned, how did you generate the coefficients?

-- 
Brian Gough



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