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From "Thomas Neidhart (JIRA)" <j...@apache.org>
Subject [jira] [Updated] (MATH-826) RFE: low discrepancy sequence generator
Date Wed, 08 May 2013 19:19:16 GMT

     [ https://issues.apache.org/jira/browse/MATH-826?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
]

Thomas Neidhart updated MATH-826:
---------------------------------

    Attachment: SobolSequenceRandomGenerator.java

First draft of a random generator based on a Sobol sequence.

The user can select the dimension when creating the generator. Thus when a user is interested
in 3d points, 3 generators are needed.

The generator includes direction numbers from [http://web.maths.unsw.edu.au/~fkuo/sobol/]
for the first 100 dimensions (they are under BSD license), but custom ones can be provided.

Does this make sense?
                
> RFE: low discrepancy sequence generator
> ---------------------------------------
>
>                 Key: MATH-826
>                 URL: https://issues.apache.org/jira/browse/MATH-826
>             Project: Commons Math
>          Issue Type: Wish
>            Reporter: Sam Halliday
>            Priority: Minor
>              Labels: features
>         Attachments: SobolSequenceRandomGenerator.java
>
>
> Please provide a low discrepancy sequence random number generator.
>   http://en.wikipedia.org/wiki/Low-discrepancy_sequence
> Support for such a generator is poor in Java and existing implementations tend to be
standalone and do not provide a user friendly API. Ideally, such a generator would implement
Random, but using the Apache Commons Math random API would be acceptable.

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