An algorithm for generating low discrepancy sequences on vector computers (Q1122923)
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scientific article; zbMATH DE number 4107996
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| English | An algorithm for generating low discrepancy sequences on vector computers |
scientific article; zbMATH DE number 4107996 |
Statements
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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0.8404595255851746
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0.8297688364982605
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0.8124746680259705
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0.8062143921852112
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