Burley2020SobolRsg Class Reference

Scrambled sobol sequence according to Burley, 2020. More...

#include <ql/math/randomnumbers/burley2020sobolrsg.hpp>

Public Types
typedef Sample< std::vector< Real > >	sample_type

Public Member Functions
	Burley2020SobolRsg (Size dimensionality, unsigned long seed=42, SobolRsg::DirectionIntegers directionIntegers=SobolRsg::Jaeckel, unsigned long scrambleSeed=43)
const std::vector< std::uint32_t > &	skipTo (std::uint32_t n) const
const std::vector< std::uint32_t > &	nextInt32Sequence () const
const SobolRsg::sample_type &	nextSequence () const
const sample_type &	lastSequence () const
Size	dimension () const

Detailed Description

Scrambled sobol sequence according to Burley, 2020.

Reference: Brent Burley: Practical Hash-based Owen Scrambling, Journal of Computer Graphics Techniques, Vol. 9, No. 4, 2020