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Generate a Faure sequence

by Dimitri Shvorob

 

20 Jun 2007 (Updated 21 Jun 2007)

(perhaps while learning QMC)

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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

Generate A Van Der Corput Sequence inspired this file.

MATLAB release MATLAB 7.0.1 (R14SP1)
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faure monte carlo(2), generate, integration, qmc, quasi, sequence
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21 Jun 2007 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.

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