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Algorithm 659

Paul Bratley, Bennett L. Fox

Source record

Source: Crossref

Published: Mar 1, 1988

DOI: 10.1145/42288.214372

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Source 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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