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SIAM J. on Scientific Computing / Volume 30 / Issue 5

SIAM J. Sci. Comput. 30, pp. 2635-2654 (20 pages)

Constructing Sobol Sequences with Better Two-Dimensional Projections

Stephen Joe and Frances Y. Kuo

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Direction numbers for generating Sobol$'$ sequences that satisfy the so-called Property A in up to 1111 dimensions have previously been given in Joe and Kuo [ACM Trans. Math. Software, 29 (2003), pp. 49–57]. However, these Sobol$'$ sequences may have poor two-dimensional projections. Here we provide a new set of direction numbers alleviating this problem. These are obtained by treating Sobol$'$ sequences in $d$ dimensions as $(t,d)$-sequences and then optimizing the $t$-values of the two-dimensional projections. Our target dimension is 21201.

© 2008 Society for Industrial and Applied Mathematics

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AMS Subject Headings

65D30, 65D32

PUBLICATION DATA

ISSN:

1064-8275 (print)  
1095-7197 (online)

Publisher:

$abstract.society.value is a Member of CrossRef Society for Industrial and Applied Mathematics

ARTICLE DATA

History
Received November 26, 2007
Accepted April 28, 2008
Published online August 01, 2008
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http://dx.doi.org/10.1137/070709359

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