C++ classes for the generation of low-discrepancy sequences used in numerical calculations (Halton, Sobol, Faure and Niederreiter (t,s) sequences, as well as n alpha sequences and pseudo-random number generators). Also classes for some other distributions

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Categories

Mathematics, Topic

License

GNU General Public License version 2.0 (GPLv2)

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Additional Project Details

Languages

English, German

Intended Audience

End Users/Desktop

Registered

2001-05-23