sobol_test

sobol_test, a MATLAB code which calls sobol(), which computes elements of the Sobol quasirandom sequence.

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

Source Code:

• sobol_test.m, calls all the tests;
• sobol_test.sh, runs all the tests;
• sobol_test.txt, the output file.

• sobol_test01.m, tests bitxor;
• sobol_test02.m, tests i4_bit_hi1;
• sobol_test03.m, tests i4_bit_lo0;
• sobol_test04.m, tests i4_sobol;
• sobol_test05.m, tests i4_sobol, showing how the value of the seed can be manipulated;