An algorithm for generating low discrepancy sequences on vector computers (Q1122923): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/0167-8191(89)90067-7 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2080508771 / rank | |||
Normal rank |
Latest revision as of 20:45, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | An algorithm for generating low discrepancy sequences on vector computers |
scientific article |
Statements
An algorithm for generating low discrepancy sequences on vector computers (English)
0 references
1989
0 references
The Halton and Hammersley sequences are utilized in quasi-Monte Carlo integration and also in simulation schemes for solving initial value problems. In this paper, the author proposes a new algorithm for generating these sequences which is suited for vector computers. The algorithm is compared to a classical sequential one as well as Monte Carlo schemes, for a numerical quadrature.
0 references
Halton sequence
0 references
Hammersley sequences
0 references
quasi-Monte Carlo integration
0 references
vector computers
0 references
Monte Carlo schemes
0 references
numerical quadrature
0 references