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TOMS659

swMATH ID: 10686
Software Authors: Bratley P.; Fox B L
Description: Algorithm 659: Implementing Sobol’s quasirandom sequence generator: TOMS659 is a FORTRAN77 library which computes elements of the Sobol quasirandom sequence. A quasirandom or low discrepancy sequence, such as the Faure, Halton, Hammersley, Niederreiter or Sobol sequences, is ”less random” than a pseudorandom number sequence, but more useful for such tasks as approximation of integrals in higher dimensions, and in global optimization. This is because low discrepancy sequences tend to sample space ”more uniformly” than random numbers. Algorithms that use such sequences may have superior convergence. The original, true, correct version of ACM TOMS Algorithm 659 is available through ACM: http://www.acm.org/pubs/calgo or NETLIB: http://www.netlib.org/toms/index.html.
Homepage: http://people.sc.fsu.edu/~jburkardt/f77_src/toms659/toms659.html
Related Software: sobol.cc; Algorithm 647; MersenneTwister; Algorithm 823; R; TESTPACK; Genocop; QSIMVN; EGO; DACE; itsmr; RandQMC; Algorithm 247; rhalton; ggplot2; DFN; OrthoMADS; DFL; NOMAD; KrigInv
Referenced in: 142 Publications
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Referenced by 261 Authors

6 Sobol’, Il’ya Meerovich
5 Niederreiter, Harald
4 Chakraborty, Souvik
4 Kuo, Frances Y.
4 Leovey, Hernan
3 Atanassov, Emanouil I.
3 Bratley, Paul
3 Chowdhury, Rajib
3 Cools, Ronald
3 Dick, Josef
3 Dimov, Ivan Todor
3 Fox, Bennett Louis
3 Hickernell, Fred J.
3 Hong, Hee Sun
3 Lai, Yongzeng
3 L’Ecuyer, Pierre
3 Römisch, Werner
3 Saltelli, Andrea
2 Azzimonti, Dario
2 Boyle, Phelim P.
2 Brauchart, Johann S.
2 Broadie, Mark N.
2 Challenor, Peter G.
2 Chi, Hongmei
2 Garikipati, Krishna
2 Ginsbourger, David
2 Glasserman, Paul
2 Goda, Takashi
2 Heitzinger, Clemens
2 Henderson, Nélio
2 Imbiriba, Janaína
2 Ivanovska, Sofiya
2 Joe, Stephen
2 Karaivanova, Aneta
2 Keller, Alexander
2 Lemieux, Christiane
2 Liuzzi, Giampaolo
2 Lü, Zhenzhou
2 Maaranen, Heikki
2 McWalter, Thomas Andrew
2 Miettinen, Kaisa M.
2 Ökten, Giray
2 Pammer, Gudmund
2 Rêgo, Marroni de Sá
2 Rigger, Stefan
2 Shinozaki, Yuji
2 Shukhman, Boris V.
2 Sloan, Ian Hugh
2 Tarantola, Stefano
2 Teichert, Gregory H.
2 Tichy, Robert Franz
2 Van Appel, Jacques
2 Yao, Haixiang
1 Acworth, Peter
1 Adhikari, Sondipon
1 Al-Sharhan, Salah
1 Allen, Edward James
1 Ammon, A.
1 Annoni, Paola
1 Archer, G. E. B.
1 Areal, Nelson
1 Armada, Manuel Rocha
1 Arnold, Andrea
1 Auffray, Yves
1 Azzini, Ivano
1 Baldeaux, Jan
1 Barbillon, Pierre
1 Başoğlu, İsmail
1 Bates, Ron A.
1 Bayousef, Manal
1 Becker, William
1 Bect, Julien
1 Beerli, Peter
1 Berblinger, Michael
1 Berge, I. J. M. Ten
1 Bian, Qi
1 Birdsall, Charles K.
1 Bolado, Ricardo
1 Boom, Pieter D.
1 Borkowski, John Joseph
1 Caflisch, Russel E.
1 Campolongo, Francesca
1 Carlson, Brian E.
1 Cartwright, Keith L.
1 Channouf, Nabil
1 Chatterjee, Tanmoy
1 Chernov, Alexey
1 Chevalier, Clément
1 Clerc, Maurice
1 Coetzer, R. L. J.
1 De Boeck, Paul
1 de Sá Rêgo, Márlison
1 Dean-Bernhoft, Caron
1 Dunsmuir, William T. M.
1 Durchova, Mariya K.
1 Elber, Gershon
1 Engelbrecht, Andries Petrus
1 Fathi Vajargah, Behrouz
1 Faure, Henri
1 Fiebach, André
...and 161 more Authors
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Referenced in 76 Serials

6 Computer Physics Communications
6 Monte Carlo Methods and Applications
5 Computer Methods in Applied Mechanics and Engineering
5 ACM Transactions on Mathematical Software
5 Mathematics and Computers in Simulation
4 Computers & Mathematics with Applications
4 Applied Mathematical Modelling
4 Computational Statistics and Data Analysis
4 SIAM/ASA Journal on Uncertainty Quantification
3 Journal of Computational Physics
3 Mathematical and Computer Modelling
3 Journal of Statistical Computation and Simulation
3 Computational Optimization and Applications
2 Applied Mathematics and Computation
2 Computing
2 Journal of Statistical Planning and Inference
2 Numerische Mathematik
2 Journal of Complexity
2 Journal of Economic Dynamics & Control
2 SIAM Journal on Scientific Computing
2 International Journal of Theoretical and Applied Finance
2 Journal of Applied Statistics
2 Optimization Letters
2 Statistics and Computing
1 Acta Mechanica
1 Computers and Fluids
1 International Journal of Control
1 Journal of Statistical Physics
1 Mathematical Biosciences
1 Mathematics of Computation
1 Acta Arithmetica
1 The Annals of Statistics
1 Journal of Number Theory
1 SIAM Journal on Numerical Analysis
1 Insurance Mathematics & Economics
1 Parallel Computing
1 Applied Numerical Mathematics
1 International Journal of Approximate Reasoning
1 Annals of Operations Research
1 IMRN. International Mathematics Research Notices
1 Journal of Global Optimization
1 Numerical Algorithms
1 Communications in Statistics. Simulation and Computation
1 International Journal of Computer Mathematics
1 Mathematical Programming. Series A. Series B
1 SIAM Journal on Optimization
1 Computational Economics
1 Computational and Applied Mathematics
1 Statistica Sinica
1 Advances in Computational Mathematics
1 ACM Transactions on Modeling and Computer Simulation
1 Journal of Heuristics
1 Finance and Stochastics
1 International Journal of Computational Fluid Dynamics
1 Methodology and Computing in Applied Probability
1 International Journal of Modern Physics C
1 The ANZIAM Journal
1 Quantitative Finance
1 Natural Computing
1 Structural and Multidisciplinary Optimization
1 North American Actuarial Journal
1 Review of Derivatives Research
1 Acta Numerica
1 International Journal of Parallel, Emergent and Distributed Systems
1 CBMS-NSF Regional Conference Series in Applied Mathematics
1 JNAIAM. Journal of Numerical Analysis, Industrial and Applied Mathematics
1 Journal of Statistical Theory and Practice
1 SIAM Journal on Financial Mathematics
1 Risk and Decision Analysis
1 Foundations and Trends in Machine Learning
1 Journal of Computational and Graphical Statistics
1 Journal of Agricultural, Biological, and Environmental Statistics
1 European Actuarial Journal
1 Lecture Notes in Electrical Engineering
1 Chapman & Hall/CRC Financial Mathematics Series
1 Cambridge Texts in Applied Mathematics

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