halton, a C++ code which computes elements of a Halton Quasi Monte Carlo (QMC) sequence using a simple interface.
The standard M-dimensional Halton sequence is simply composed of M 1-dimensional van der Corput sequences, using as bases the first M primes.
The HALTON function will return the M-dimensional element of this sequence with index I.
The HALTON_SEQUENCE function will return the M-dimensional elements of this sequence with indices I1 through I2.
The HALTON_INVERSE function accepts an M-dimensional value, presumably computed by HALTON, and returns its original index I.
The HALTON_BASE function allows the user to replace the standard basis of primes with some other choice.
The computer code and data files described and made available on this web page are distributed under the MIT license
halton is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version and a Python version.
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