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QMC visualizer

Sequences:

Name Random access (uint32 idx) Fixed sample count
Murmurhash (prng) O(1) -
Sobol O(1) -
Sobol + CP O(1) -
Sobol + RDS O(1) -
Sobol + Owen-scramble O(1) -
Cascaded Sobol ? ~ (perf)
Hammersley O(log_b(N)) x
Halton O(log_b(N)) -
Leaped Halton O(log_b(N)) -
R2 O(1) -
  • CP = Cranley-Patterson rotation: (v + rand()) % 1
  • RDS = Random digit scrambling: v xor rand()

About complexity

For practical use, the range of the index/dimension can be assumed to be uint32. Under such an assumption, any complexities have a predictable constant worst-case! If using BigInt or similar, then Sobol sampling (logN), owen scrambling (loglogN?) are no longer constant-time.

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