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[Help-gsl] Sobol Sequence

From: Roberts Ian
Subject: [Help-gsl] Sobol Sequence
Date: Wed, 4 Nov 2009 15:12:14 -0000

To whom it may concern,


I have a query about the implementation of the Sobol sequence in GSL.  I
have been looking at using the capability and have compared it against
the routine in numerical recipes.  In GSL the first 1024 points in the
Sobol sequence (page 248 of the manual I have) do not resemble the
equivalent data in Numerical recipes in Fortran (page 300) when they
reference the same background papers.  From my own personal perspective
(I am not an expert in the area) the sequence in Numerical Recipes
appears to be more "random" than the GSL implementation which has
clustering and a set pattern.


If you have any background or insight in to this it would be


Best Wishes,


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