This chapter describes functions for generating quasi-random sequences in 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, except that seeding is not required—each generator produces a single sequence.
The functions described in this section are declared in the header file gsl_qrng.h.
|• Quasi-random number generator initialization:|
|• Sampling from a quasi-random number generator:|
|• Auxiliary quasi-random number generator functions:|
|• Saving and restoring quasi-random number generator state:|
|• Quasi-random number generator algorithms:|
|• Quasi-random number generator examples:|
|• Quasi-random number references:|