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Cited by 754

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Algorithm 659: Implementing Sobol's quasirandom sequence generator

Bratley, Paul, Fox, Bennett L.·1988·ACM Transactions on Mathematical Software

Abstract

We compare empirically accuracy and speed of low-discrepancy sequence generators of Sobol' and Faure. These generators are useful for multidimensional integration and global optimization. We discuss our implementation of the Sobol' generator.

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Research works printed but not linked: 12

  1. ANTONOV I. A., 1979, An economic method of computing LP~-sequences, USSR Comput. Math. Math. Phys., 19, 252, 10.1016/0041-5553(79)90085-5 · DOI
  2. DAVIS P. J. AND RABINOWITZ P. Methods o{ Numerical Integration. Academic Press New York 1983. DAVIS P. J. AND RABINOWITZ P. Methods o{ Numerical Integration. Academic Press New York 1983. · doi:10.1016/b978-0-12-206360-2.50012-1
  3. FAURE H, 1982, Discr~pance de suites associ~es ~ un syst~me de numeration (en dimension s), Acta Arithmetica, 337, 10.4064/aa-41-4-337-351 · DOI
  4. 10.1145/22721.356187 · DOI · Paper page
  5. HALTON J.H, 1960, On the efficiency of certain quasi-random sequences of points in evaluating multi-dimensional integrals, Numer. Math., 2, 84, 10.1007/BF01386213 · DOI · Paper page
  6. KNUTH D. E., 1981, Seminumerical Algorithms
  7. PETERSON W. W. AND WELDON E.J. Error-Correcting Codes. 2nd ed. MIT Press Cambridge Mass. 1972. PETERSON W. W. AND WELDON E.J. Error-Correcting Codes. 2nd ed. MIT Press Cambridge Mass. 1972.
  8. 10.1016/0021-9991(87)90045-3 · doi:10.1016/0021-9991(87)90045-3
  9. SOBOL' I.M, 1976, Uniformly distributed sequences with an additional uniform property, USSR Comput. Math. Math. Phys., 16, 236, 10.1016/0041-5553(76)90154-3 · DOI · Paper page
  10. SOBOL' I.M, 1979, On the systematic search in a hypercube, SIAM J. Numer. Anal., 16, 790, 10.1137/0716058 · DOI
  11. SOBOL' I. M., 1976, USSR Academy of Sciences
  12. AMERICAN NATIONAL STANDARDS INSTITUTES., 1978, American National Standards Institute

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Metadata

Authors
Bratley, P., & Fox, B. L.
Venue
ACM Transactions on Mathematical Software
Published
1988-03
Volume
14
Issue
1
Pages
88-100
ISSN
  • 0098-3500
  • 1557-7295
Cited by
754
References
1
Language
en

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CoChat. (2026). Citation check: Algorithm 659: Implementing Sobol's quasirandom sequence generator. https://app.cochat.ai/papers/10.1145/42288.214372
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Bratley, P., & Fox, B. L. (1988). Algorithm 659: Implementing Sobol's quasirandom sequence generator. ACM Transactions on Mathematical Software. https://doi.org/10.1145/42288.214372

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