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Sobol
- returns matrix of Faure Sequence
产生拟随机数的MATLAB代码
- 本代码包括Halton,Faure,Sobol,Neiderreit,Korobov,Fibonacci等6个拟随机数序列的产生代码以及所需要的原始数据。
FAURE-SEQUENCE
- The Faure sequence looks like the Halton one, with two major differences: • We choose the same base for all of our problem’s dimensions, • We use a permutation of the vector composed of the elements for each dimension. For a d-dimensi