Algorithm 659: Implementing Sobol's quasirandom sequence generator

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Authors: Paul Bratley Département d'informatique et de recherche opérationnelle, Université de Montréal, P.O. Box 6128, Station A, Montreal, Canada H3C 3J7
Bennett L. Fox Département d'informatique et de recherche opérationnelle, Université de Montréal, P.O. Box 6128, Station A, Montreal, Canada H3C 3J7
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· Journal
ACM Transactions on Mathematical Software (TOMS) TOMS Homepage archive
Volume 14 Issue 1, March 1988
Pages 88-100
ACM New York, NY, USA
table of contents doi>10.1145/42288.214372
Algorithm 659: Implementing Sobol's quasirandom sequence generator Published by ACM 1988 Article
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