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https://issues.apache.org/jira/browse/MATH-826?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Thomas Neidhart updated MATH-826:
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Attachment: SobolSequenceRandomGenerator.java
First draft of a random generator based on a Sobol sequence.
The user can select the dimension when creating the generator. Thus when a user
is interested in 3d points, 3 generators are needed.
The generator includes direction numbers from
[http://web.maths.unsw.edu.au/~fkuo/sobol/] for the first 100 dimensions (they
are under BSD license), but custom ones can be provided.
Does this make sense?
> RFE: low discrepancy sequence generator
> ---------------------------------------
>
> Key: MATH-826
> URL: https://issues.apache.org/jira/browse/MATH-826
> Project: Commons Math
> Issue Type: Wish
> Reporter: Sam Halliday
> Priority: Minor
> Labels: features
> Attachments: SobolSequenceRandomGenerator.java
>
>
> Please provide a low discrepancy sequence random number generator.
> http://en.wikipedia.org/wiki/Low-discrepancy_sequence
> Support for such a generator is poor in Java and existing implementations
> tend to be standalone and do not provide a user friendly API. Ideally, such a
> generator would implement Random, but using the Apache Commons Math random
> API would be acceptable.
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