That's quite nice. The Julia version <https://github.com/stevengj/Sobol.jl/blob/master/src/Sobol.jl> is pretty short? Is the C version much longer?
On Thu, Sep 17, 2015 at 9:06 PM, Steven G. Johnson <[email protected]> wrote: > 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. >
