FAURE_DATASET
Generate Datasets
of Faure Quasirandom Sequences


FAURE_DATASET is a C++ program which creates a Faure quasirandom sequence and writes it to a file.

Usage:

faure_dataset m n skip
where The data is written to the file faure_m_n.txt.

Licensing:

The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.

Languages:

FAURE_DATASET is available in a C++ version and a FORTRAN90 version and a MATLAB version.

Related Data and Programs:

FAURE, a dataset directory which contains examples of the datasets created by FAURE_DATASET.

FAURE, a C++ library which computes elements of a Faure sequence.

GRID_DATASET, a C++ program which creates a grid sequence and writes it to a file.

LATIN_CENTER_DATASET, a C++ program which creates a Latin Center Hypercube dataset;

LATIN_EDGE_DATASET, a C++ program which creates a Latin Edge Hypercube dataset;

LATIN_RANDOM_DATASET, a C++ program which creates a Latin Random Hypercube dataset;

NIEDERREITER2_DATASET, a C++ program which creates a Niederreiter quasirandom dataset with base 2;

NORMAL_DATASET, a C++ program which generates a dataset of multivariate normal pseudorandom values and writes them to a file.

SOBOL_DATASET, a C++ program which computes a Sobol quasirandom sequence and writes it to a file.

UNIFORM_DATASET, a C++ program which generates a dataset of multivariate uniform pseudorandom values and writes them to a file.

VAN_DER_CORPUT_DATASET, a C++ program which creates a van der Corput quasirandom sequence and writes it to a file.

Reference:

  1. Paul Bratley, Bennett Fox, Harald Niederreiter,
    Implementation and Tests of Low Discrepancy Sequences,
    ACM Transactions on Modeling and Computer Simulation,
    Volume 2, Number 3, pages 195-213, 1992.
  2. Henri Faure,
    Discrepance de suites associees a un systeme de numeration (en dimension s),
    Acta Arithmetica,
    Volume XLI, 1982, pages 337-351, especially page 342.
  3. Henri Faure,
    Good permutations for extreme discrepancy,
    Journal of Number Theory,
    Volume 42, 1992, pages 47-56.
  4. Bennett Fox,
    Algorithm 647: Implementation and Relative Efficiency of Quasirandom Sequence Generators,
    ACM Transactions on Mathematical Software,
    Volume 12, Number 4, pages 362-376, 1986.

Source Code:

List of Routines:

You can go up one level to the C++ source codes.


Last revised on 11 December 2009.