Generate a Faure sequence

(perhaps while learning QMC)

Description

Function FAURE generates elements 0,..,k of a d-dimensional, base-b Faure sequence, an ingredient of some 'quasi Monte Carlo' (QMC) algorithms. See the function's help header for details.

Acknowledgements

The author wishes to acknowledge the following in the creation of this submission:
Generate a Van der Corput sequence

• MATLAB release: MATLAB 7.0.1 (R14SP1)

[Dimitri Shvorob]

Disclaimer: the implementation is inefficient (forgoing the opportunity to vectorize some calculations, or exploit the recursive nature of generator matrices, for example), solely for the sake of greater transparency.