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Aug 1

Sobol and Generalised Faure sequences

Posted by abiao at 07:16 | Code » Matlab | Comments(0) | Reads(8531)
Low discrepancy sequences are highly recommended for low-dimensional Monte Carlo simulation, they have been proved to be able to improve convergence speed, accuracy, etc. take a trial.


http://web.wits.ac.za/NR/rdonlyres/96ECC07E-AE3C-4706-94F8-C1A53011AF38/0/searlecode.zip
wiki(Low-discrepancy sequence)


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