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[Help-gsl] quasi-Monte Carlo integration


From: David Zaslavsky
Subject: [Help-gsl] quasi-Monte Carlo integration
Date: Sun, 10 Nov 2013 23:09:59 -0500
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Hi everyone,

It occurred to me today that I should have sent this out some time ago,
but anyway... unless I'm missing something, I don't believe GSL natively
includes any way to do quasi-Monte Carlo integration, and neither do any
of the listed extensions allow for it. So I wrote my own, at
 https://github.com/diazona/quasimontecarlo
It is just a copy of the (plain) GSL Monte Carlo integrator that uses a
quasirandom number generator instead of a pseudorandom number generator.

Perhaps this could also be listed as an extension on the main GSL page?

Of course, any bug reports or comments are welcome.

:) David

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