1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
|
<html lang="en">
<head>
<title>Quasi-random number generator algorithms - GNU Scientific Library -- Reference Manual</title>
<meta http-equiv="Content-Type" content="text/html">
<meta name="description" content="GNU Scientific Library -- Reference Manual">
<meta name="generator" content="makeinfo 4.8">
<link title="Top" rel="start" href="index.html#Top">
<link rel="up" href="Quasi_002dRandom-Sequences.html" title="Quasi-Random Sequences">
<link rel="prev" href="Saving-and-resorting-quasi_002drandom-number-generator-state.html" title="Saving and resorting quasi-random number generator state">
<link rel="next" href="Quasi_002drandom-number-generator-examples.html" title="Quasi-random number generator examples">
<link href="http://www.gnu.org/software/texinfo/" rel="generator-home" title="Texinfo Homepage">
<!--
Copyright (C) 1996, 1997, 1998, 1999, 2000, 2001, 2002, 2003, 2004, 2005, 2006, 2007 The GSL Team.
Permission is granted to copy, distribute and/or modify this document
under the terms of the GNU Free Documentation License, Version 1.2 or
any later version published by the Free Software Foundation; with the
Invariant Sections being ``GNU General Public License'' and ``Free Software
Needs Free Documentation'', the Front-Cover text being ``A GNU Manual'',
and with the Back-Cover Text being (a) (see below). A copy of the
license is included in the section entitled ``GNU Free Documentation
License''.
(a) The Back-Cover Text is: ``You have freedom to copy and modify this
GNU Manual, like GNU software.''-->
<meta http-equiv="Content-Style-Type" content="text/css">
<style type="text/css"><!--
pre.display { font-family:inherit }
pre.format { font-family:inherit }
pre.smalldisplay { font-family:inherit; font-size:smaller }
pre.smallformat { font-family:inherit; font-size:smaller }
pre.smallexample { font-size:smaller }
pre.smalllisp { font-size:smaller }
span.sc { font-variant:small-caps }
span.roman { font-family:serif; font-weight:normal; }
span.sansserif { font-family:sans-serif; font-weight:normal; }
--></style>
</head>
<body>
<div class="node">
<p>
<a name="Quasi-random-number-generator-algorithms"></a>
<a name="Quasi_002drandom-number-generator-algorithms"></a>
Next: <a rel="next" accesskey="n" href="Quasi_002drandom-number-generator-examples.html">Quasi-random number generator examples</a>,
Previous: <a rel="previous" accesskey="p" href="Saving-and-resorting-quasi_002drandom-number-generator-state.html">Saving and resorting quasi-random number generator state</a>,
Up: <a rel="up" accesskey="u" href="Quasi_002dRandom-Sequences.html">Quasi-Random Sequences</a>
<hr>
</div>
<h3 class="section">18.5 Quasi-random number generator algorithms</h3>
<p>The following quasi-random sequence algorithms are available,
<div class="defun">
— Generator: <b>gsl_qrng_niederreiter_2</b><var><a name="index-gsl_005fqrng_005fniederreiter_005f2-1571"></a></var><br>
<blockquote><p>This generator uses the algorithm described in Bratley, Fox,
Niederreiter, <cite>ACM Trans. Model. Comp. Sim.</cite> 2, 195 (1992). It is
valid up to 12 dimensions.
</p></blockquote></div>
<div class="defun">
— Generator: <b>gsl_qrng_sobol</b><var><a name="index-gsl_005fqrng_005fsobol-1572"></a></var><br>
<blockquote><p>This generator uses the Sobol sequence described in Antonov, Saleev,
<cite>USSR Comput. Maths. Math. Phys.</cite> 19, 252 (1980). It is valid up to
40 dimensions.
</p></blockquote></div>
<hr>The GNU Scientific Library - a free numerical library licensed under the GNU GPL<br>Back to the <a href="/software/gsl/">GNU Scientific Library Homepage</a></body></html>
|
