Algorithm 647: Implementation and Relative Efficiency of Quasirandom Sequence Generators

1986/12/01 by Bennett L. Fox
Computer Science · Mathematics · #Algorithms and Data Compression #Coding theory and cryptography #Mathematical Approximation and Integration

paper · pdf · doi:10.1145/22721.356187

openalex publication_date 1986/12/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/25

Abstract

sequences produce low error bounds for multidimensional integration and global optimization.

Citations

• On the efficiency of certain quasi-random sequences of points in evaluating multi-dimensional integrals

Related

• A simple universal algorithm for high-dimensional integration
• Remark on algorithm 659
• A CFSG-free analysis of Babai's quasipolynomial GI-algorithm
• Remark on “algorithm 778: L-BFGS-B: Fortran subroutines for large-scale bound constrained optimization”
• Algorithm 644