Sobol sequence initialisation


forall
01-15-2003, 08:12 PM
Is there an auxiliary routine to produce additional initialisation data for the Sobol sequence generator (up to, say, 50 dimensions)

It is easy to upgrade the 'degree' and 'polynomial' arrays (ip and mdeg) using table on page 302, but I am not sure how to generate the larger array iv.

it seems to require a combination of arbitrary starting values with values determined from the recurrence relation 7.7.2. but I am not sure about the correct way to code that...

Some help would be greatly appreciated!
dmitri