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Re: [Help-gsl] Sobol Sequence

From: Brian Gough
Subject: Re: [Help-gsl] Sobol Sequence
Date: Sat, 07 Nov 2009 19:03:52 +0000
User-agent: Wanderlust/2.14.0 (Africa) Emacs/22.2 Mule/5.0 (SAKAKI)

At Wed, 4 Nov 2009 15:12:14 -0000,
Roberts Ian wrote:
> 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.


I see what you mean... according to the plots in NR are a
projection of a 3d sequence and are not actually taken directly from
the 2d Sobol sequence.  I haven't checked that but it sounds

Brian Gough

GNU Scientific Library -

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