toms659, a FORTRAN77 code which computes elements of the Sobol quasirandom sequence.
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 original, true, correct version of ACM toms Algorithm 659 is available through ACM: http://www.acm.org/pubs/calgo or NETLIB: http://www.netlib.org/toms/index.html.
The computer code and data files made available on this web page are distributed under the MIT license
toms659 is available in a FORTRAN77 version and a FORTRAN90 version.
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