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Type definition sobol



// In header: <boost/random/sobol.hpp>

typedef sobol_engine< boost::uint_least64_t, 64u, default_sobol_table > sobol;


[Note] Note

This specialization of sobol_engine supports up to 3667 dimensions.

Data on the primitive binary polynomials a and the corresponding starting values m for Sobol sequences in up to 21201 dimensions was taken from

S. Joe and F. Y. Kuo, Constructing Sobol sequences with better two-dimensional projections, SIAM J. Sci. Comput. 30, 2635-2654 (2008).

See the original tables up to dimension 21201:

For practical reasons the default table uses only the subset of binary polynomials a < 216.

However, it is possible to provide your own table to sobol_engine should the default one be insufficient.