[jira] [Commented] (MATH-826) RFE: low discrepancy sequence generator

["Luc Maisonobe (JIRA)" <ji...@apache.org>]

    [ https://issues.apache.org/jira/browse/MATH-826?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13652255#comment-13652255 ] 

Luc Maisonobe commented on MATH-826:
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This seems very interesting.

I have two remarks. The first one (less important) is that we could put the complete list of direction numbers in the original text file and upload it from within the jar as a resource in the assets directory.

The second remark (more important) is that I don't think having Sobol sequences implement AbstractRandomGenerator is good. I would rather have it implement RandomVectorGenerator as they are clearly oriented towards multi-dimensional numbers generation.
                
> RFE: low discrepancy sequence generator
> ---------------------------------------
>
>                 Key: MATH-826
>                 URL: https://issues.apache.org/jira/browse/MATH-826
>             Project: Commons Math
>          Issue Type: Wish
>            Reporter: Sam Halliday
>            Priority: Minor
>              Labels: features
>         Attachments: SobolSequenceRandomGenerator.java
>
>
> Please provide a low discrepancy sequence random number generator.
>   http://en.wikipedia.org/wiki/Low-discrepancy_sequence
> Support for such a generator is poor in Java and existing implementations tend to be standalone and do not provide a user friendly API. Ideally, such a generator would implement Random, but using the Apache Commons Math random API would be acceptable.

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