An algorithm for generating low discrepancy sequences on vector computers (Q1122923): Difference between revisions
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Revision as of 06:58, 28 February 2024
scientific article
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| English | An algorithm for generating low discrepancy sequences on vector computers |
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An algorithm for generating low discrepancy sequences on vector computers (English)
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1989
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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.
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Halton sequence
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Hammersley sequences
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quasi-Monte Carlo integration
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vector computers
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Monte Carlo schemes
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numerical quadrature
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