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.
Hello, I see what you mean... according to http://www.nr.com/forum/showthread.php?t=361 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 plausible. -- Brian Gough GNU Scientific Library - http://www.gnu.org/software/gsl/ _______________________________________________ Help-gsl mailing list [email protected] http://lists.gnu.org/mailman/listinfo/help-gsl
