Abstract
Quasi-random Sobol number generation.
Synopsis
module type sobol_dir = {
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module type sobol = {
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module Sobol | : | (DM: sobol_dir) -> (X: {
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Description
- ↑module type sobol
- ↑val D: i64
Dimensionality of sequence.
- ↑val norm: f64
The value
2**32
.- ↑val independent: i32 -> [D]u32
independent i
returns thei
'th sobol vector (in u32)- ↑val recurrent: i32 -> [D]u32 -> [D]u32
recurrent i v
returns thei
'th sobol vector givenv
is thei-1
'th sobol vector- ↑val chunk: i32 -> (n: i64) -> [n][D]f64
chunk i n
returns the array[v(i),...,v(i+n-1)]
of sobol vectors wherev(j)
is thej
'th D-dimensional sobol vector- ↑val sobol: (n: i64) -> [n][D]f64