18 Quasi-Random Sequences

This chapter describes functions for generating quasi-random sequences in arbitrary dimensions. A quasi-random sequence progressively covers a d-dimensional space with a set of points that are uniformly distributed. Quasi-random sequences are also known as low-discrepancy sequences. The quasi-random sequence generators use an interface that is similar to the interface for random number generators, except that seeding is not required—each generator produces a single sequence.

The functions described in this section are declared in the header file gsl_qrng.h.

• Quasi-random number generator initialization
• Sampling from a quasi-random number generator
• Auxiliary quasi-random number generator functions
• Saving and resorting quasi-random number generator state
• Quasi-random number generator algorithms
• Quasi-random number generator examples
• Quasi-random number references