sobol_test

sobol_test, a C++ code which calls sobol(), which computes elements of the Sobol quasirandom sequence, by Bennett Fox.

Licensing:

The computer code and data files described and made available on this web page are distributed under the MIT license

Related Data and Programs:

sobol, a C++ code which computes elements of a Sobol Quasi Monte Carlo (QMC) sequence, by Bennett Fox.

Source Code:

• sobol_test.cpp, the sample test code;
• sobol_test.sh, runs all the tests;
• sobol_test.txt, the output file.