[SciPy-user] low-discrepancy sequences

Robert Kern robert.kern at gmail.com
Wed Feb 22 00:10:38 CST 2006


DE MENTEN Sebastien wrote:
>>DE MENTEN Sebastien wrote:
>>
>>>Hi all,
>>>
>>>Has anyone worked on low-discrepancy sequences in Scipy?
>>
>>Which sequences would you like to see? Halton? Hammersley? Sobol?
>>Niederreiter-Xing?
>>
>>I have a small Halton sequence generator, now, since it was so easy to
>>implement. The others may take some more time.
> 
> Apparently, there are a couple of algorithms in fortran already written
> for this at http://www.csit.fsu.edu/~burkardt/f_src/f_src.html and also
> in numerical recipes I think.
> 
> What could be the step for integration in Scipy?

Finding implementations with clear, acceptable licenses, or implementing them
yourself from the literature. Because Burkardt's codebase is so extensive, I
keep trying to convince myself that his code is acceptable if he were to just
give it a license. However, he's mostly doing language conversions from other
code with clearly unacceptable licenses, so I just don't trust the provenance of
what he's written. Numerical Recipes code is right out.

-- 
Robert Kern
robert.kern at gmail.com

"In the fields of hell where the grass grows high
 Are the graves of dreams allowed to die."
  -- Richard Harter



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