lowdisc

Low-discrepancy sequences.

lowdisc provides Halton sequences, Sobol sequences, and hash-based Owen-scrambled Sobol points for quasi-Monte Carlo integration and deterministic sampling designs.

Dual-licensed under MIT or Apache-2.0.

[dependencies]
lowdisc = "0.1.1"

let pts = lowdisc::sobol_sequence(4, 2);
assert_eq!(pts.len(), 4);
assert!((pts[0][0] - 0.5).abs() < 1e-12);
assert!((pts[0][1] - 0.5).abs() < 1e-12);

Operations

Function / Type	Description
halton_point	Single Halton point in [0, 1)^d
halton_sequence	Halton sequence using the first 20 prime bases
SobolGenerator	Incremental Sobol generator
sobol_sequence	Sobol sequence, skipping the origin
sobol_scrambled	Hash-based Owen-scrambled Sobol sequence