Topic: quasi-random number generation
Author: beliavsky@aol.com
Date: Thu, 22 Jul 2004 16:14:41 GMT Raw View
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.
---
[ comp.std.c++ is moderated. To submit articles, try just posting with ]
[ your news-reader. If that fails, use mailto:std-c++@ncar.ucar.edu ]
[ --- Please see the FAQ before posting. --- ]
[ FAQ: http://www.jamesd.demon.co.uk/csc/faq.html ]