[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?
>>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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