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QuasiMonteCarlo.h File Reference
This file declares the basic interface to low discrepancy sequences and two implementations: Sobol and Niederreiter-Xing sequences. Dimension is limited to 300 in the case of the Sobol generator and 20 in the case of the Niederreiter-Xing generator. The Sobol generator can very easily be extended to unlimited dimensions.
Definition in file QuasiMonteCarlo.h.
Go to the source code of this file.
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