The Sobol.jl package was originally a wrapper around a fairly optimized C 
implementation of the Sobol sequence (from NLopt), but Ken-B just ported my 
original C code to pure Julia.  The performance of the Julia implementation 
is essentially indistinguishable from the C speed.

It's not too surprising since the algorithm is mainly bit twiddling, but 
it's always nice to see C performance on "real" problems compared to 
optimized C implementations.

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