Quasi-Random Sequences

This chapter describes the quasi-random sequence generator GSL::QRng of arbitrary dimensions. A quasi-random sequence progressively covers a d-dimensional space with a set of points that are uniformly distributed. Quasi-random sequences are also known as low-discrepancy sequences. The quasi-random sequence generators use an interface that is similar to the interface for random number generators.

Contents:

  1. Quasi-random number generator initialization

  2. Sampling from a quasi-random number generator

  3. Auxiliary quasi-random number generator functions

  4. Saving and resorting quasi-random number generator state

  5. Quasi-random number generator algorithms

Quasi-random number generator initialization



Sampling from a quasi-random number generator


Auxiliary quasi-random number generator functions



Saving and resorting quasi-random number generator state


Quasi-random number generator algorithms

In creating a generator by the method GSL::QRng.alloc(T, d), the algorithm type T is given by a String or a Fixnum constant. The following quasi-random sequence algorithms are available,

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