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


The computer code and data files described and made available on this web page are distributed under the GNU LGPL 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:

Last revised on 13 April 2020.