niederreiter2, a C++ code which implements the Niederreiter quasirandom sequence, using a base of 2.
A quasirandom or low discrepancy sequence, such as the Faure, Halton, Hammersley, Niederreiter or Sobol sequences, is "less random" than a pseudorandom number sequence, but more useful for such tasks as approximation of integrals in higher dimensions, and in global optimization. This is because low discrepancy sequences tend to sample space "more uniformly" than random numbers. Algorithms that use such sequences may have superior convergence.
The code is an adapation of the INLO2 and GOLO2 routines in ACM TOMS Algorithm 738. The original code can only compute the "next" element of the sequence. The revised code allows the user to specify the index of the desired element.
The original, true, correct version of ACM TOMS Algorithm 738 is available in the TOMS subdirectory of the NETLIB web site.
The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.
niederreiter2 is available in a C++ version and a FORTRAN90 version and a MATLAB version.
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