Re: forwarded message from Dherminder Kainth

[Gerard Jungman <jungman@lanl.gov>]

Brian Gough wrote:
> 
> It is relatively straightforward to extend the Sobol generator (for example)
> to higher dimensions by altering the dimension etc to beyond 40 and putting
> in more irreducible polynomials

Hi. Yes, I just didn't have the patience to deal with it.
The way I implemented it was trivial, with the polynomials
just sitting in a static table. With that approach there
will always be somebody who wanted N+1.

The right thing to do is to create a dynamic facility,
so the user can generate tables for dimensions as high
as desired. I don't have the time to do that, and it
probably won't get done. If somebody wanted to contribute
something, that would be fine. But however it is done, it
should not be allowed to affect the performance of the
low dimension cases.

> A point of warning - quasi randoms are NOT good for integrating to dimension
> 400 (basically to do with the Kloskwa Hlawka) bound.
> Instead you must

Yes, exactly. I didn't see any point in higher dimension tables
for that reason, but I understand your point about the possibility
that the effective dimension is much lower. I didn't think about
that at the time.


Thanks.

--
G. Jungman