4 ms·
See also, Sobol sequences: https://en.wikipedia.org/wiki/Sobol_sequence https://en.wikipedia.org/wiki/Sobol_sequence I used both in the Monte Carlo calculation
by astange 3y ago
See also, Sobol sequences:
https://en.wikipedia.org/wiki/Sobol_sequence https://en.wikipedia.org/wiki/Sobol_sequence
I used both in the Monte Carlo calculations for my PhD thesis back around 1990. Much better convergence than generic quasi-random numbers.