Implementation and tests of low-discrepancy sequences

作者：Paul Bratley, Bennett L. Fox, Harald Niederreiter · 发表于：ACM Transactions on Modeling and Computer Simulation · 年份：1992 · DOI：10.1145/146382.146385 · 被引用次数：267 · 研究领域：Mathematical Approximation and Integration、Cryptography and Residue Arithmetic、Advanced Numerical Analysis Techniques

Low-discrepancy sequences are used for numerical integration, in simulation, and in related applications. Techniques for producing such sequences have been proposed by, among others, Halton, Sobol´, Faure, and Niederreiter. Niederreiter's sequences have the best theoretical asymptotic properties. The paper describes two ways to implement the latter sequences on a computer and discusses the results obtained in various practical tests on particular integrals.