Fast, portable, and reliable algorithm for the calculation of Halton numbers

DOI10.1016/0898-1221(93)90307-HzbMath0776.65004MaRDI QIDQ2365548

Miroslav Kolář, Seamus F. O'Shea

Publication date: 29 June 1993

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

zbMATH Keywords

Monte Carlofast algorithmquasi-random sequencesmultidimensional integralsHalton numbersHalton vectors

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10) Numerical quadrature and cubature formulas (65D32)

Related Items (3)

Good permutations for deterministic scrambled Halton sequences in terms of \(L_2\)-discrepancy ⋮ On scrambled Halton sequences ⋮ Monte Carlo integration with quasi-random numbers: Experience with discontinuous integrands

Uses Software

• Algorithm 647
• rhalton
• Algorithm 247

Cites Work

• On the efficiency of certain quasi-random sequences of points in evaluating multi-dimensional integrals
• An improved low-discrepancy sequence for multidimensional quasi-Monte Carlo integration
• Monte Carlo integration with quasi-random numbers: Some experience
• Discrépance de suites associées à un système de numération (en dimension s)
• Algorithm 647: Implementation and Relative Efficiency of Quasirandom Sequence Generators
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