Fast, portable, and reliable algorithm for the calculation of Halton numbers (Q2365548)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fast, portable, and reliable algorithm for the calculation of Halton numbers |
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Fast, portable, and reliable algorithm for the calculation of Halton numbers (English)
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29 June 1993
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A new fast algorithm is derived for the generation of the components of Halton vectors, which is one of the quasi-random sequences designed for efficient Monte Carlo calculation of multidimensional integrals. It is based on the original definition of the Halton numbers with somewhat larger memory space. It is shown that a modified Halton sequence based on this algorithm is useful in quasi-Monte Carlo multidimensional integration.
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fast algorithm
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Halton vectors
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quasi-random sequences
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Monte Carlo
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multidimensional integrals
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Halton numbers
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