Caltech Multi-Res Modeling Group - low discrepancy sequence library

libseq - low discrepancy sequence library

This C++ library is an implementation of several low discrepancy sequences accompanying the new techniques presented in the article Fast Generation of Randomized Low Discrepancy Point Sets by Ilja Friedel and Alexander Keller. In its curent version the library implements Latin Hypercube sampling, the Halton sequence, digital sequences, randomized (t,s)-sequences, and Latin supercube sampling.

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The central code of libseq was tested carefully (DigitalSequence*, RandomizedTSSequence). Still the software is in its beta-release. Please report any bugs and fixes to the authors.

libseq_beta_04.21.01.tar.gz

The complete C++ source code including the reference manual.
For using this library you need a C++ compiler that knows 64 bit integers (long long int). They are only used in very few places in the library, however at key positions. Most of the code is 32 bits.
Storing Latin Hypercube point sets or Owen's randomized sequences is memory intensive. We recommend at least 128 megabytes of main memory.
Fast Generation of Randomized Low Discrepancy Point Sets [ps][pdf]

The article describing the mathematical aspects of the fast implementation.

License

Copyright © 1992-2001 by Alexander Keller, and Ilja Friedel. All rights reserved. This software may be freely copied, modified, and redistributed provided that this copyright notice is preserved on all copies. You may not distribute this software, in whole or in part, as part of any commercial product without the express consent of the authors. There is no warranty or other guarantee of fitness of this software for any purpose. It is provided solely "as is".

Acknowledgments

The authors are especially thankful to Fred Hickernell and Harald Niederreiter for their comments on the draft version of the article.