Generate a Van der Corput sequence

(perhaps while learning QMC)

Description

Function VDCORPUT generates elements 0,..,k of a (univariate) base-b Van der Corput sequence, an ingredient of some 'quasi Monte Carlo' (QMC) algorithms. See the function's help header for details.

• Acknowledgements: This submission has inspired the following:; Generate a Faure sequence
• MATLAB release: MATLAB 7.0.1 (R14SP1)

[Todd @DC]

Van der Corput sequence generator from Vanderbilt? ;)

[Panick 1984]

 

[Ryan Krook]

The function works well, generated 100 000 values in well under 1 sec. Leap frogging would be a nice feature, but it's not difficult to add yourself.