hammersley, a C++ code which computes elements of a Hammersley Quasi Monte Carlo (QMC) sequence using a simple interface.
The standard M-dimensional Hammersley sequence based on N is simply composed of a first component of successive fractions 0/N, 1/N, ..., N/N, paired with M-1 1-dimensional van der Corput sequences, using as bases the first M-1 primes.
The HAMMERSLEY function will return the M-dimensional element of this sequence with index I.
The HAMMERSLEY_SEQUENCE function will return the M-dimensional elements of this sequence with indices I1 through I2.
The HAMMERSLEY_INVERSE function accepts an M-dimensional value, presumably computed by HAMMERSLEY, and returns its original index I.
The information on this web page is distributed under the MIT license.
hammersley is available in a C version and a C++ version and a Fortran90 version and a MATLAB version and an Octave version and a Python version.
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