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Module sobol

Module sobol 

Source
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§

SobolEngine
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.