Expand description
Sobol quasi-random bitstream generator.
1D Sobol (Van der Corput base-2) with Gray-code indexing. LDS convergence: O(1/N) vs O(1/√N) for Bernoulli.
Structs§
- Sobol
Engine - 1D Sobol quasi-random engine using Gray-code traversal.
Functions§
- generate_
sobol_ bitstream - Generate a Sobol bitstream: threshold comparison of quasi-random samples.
- generate_
sobol_ packed - Pack Sobol bitstream into u64 words.