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Quasi Montecarlo Halton sequence generator

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08 Nov 2007 (Updated )

A fast Halton sequence generator

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Description

A mex file of a Halton sequence generator.

MATLAB release MATLAB 7.5 (R2007b)
Other requirements A C compiler
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Comments and Ratings (1)
09 Nov 2007 Dimitri Shvorob

.. Since a Halton sequence is just several Van der Corput sequences, one for each coordinate, an alternative is available in
http://www.mathworks.com/matlabcentral/fileexchange/loadFile.do?objectId=15354&objectType=FILE
Notably, this submission does not let one choose sequence bases, hard-coding a particular choice.

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