Implementation of irreducible Sobol’ sequences in prime power bases

Henri Faure and Christiane Lemieux

Mathematics and Computers in Simulation (MATCOM), 2019, vol. 161, issue C, 13-22

Abstract: We present different implementations for the irreducible Sobol’ (IS) sequences introduced in Faure and Lemieux (2016). For this purpose we retain two strategies: first we use the connection between IS and Niederreiter sequences to provide a very simple implementation requiring no computer search; then we use criteria measuring the equidistribution to search for good parameters. Numerical results comparing these IS sequences to known implementations show promise for the proposed approaches.

Keywords: Sobol’ sequences; Niederreiter sequences; Direction numbers; Irreducible polynomials (search for similar items in EconPapers)
Date: 2019
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:matcom:v:161:y:2019:i:c:p:13-22

DOI: 10.1016/j.matcom.2018.08.015

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