Re: [SciPy-user] low-discrepancy sequences
DE MENTEN Sebastien wrote:
Hi all,
Has anyone worked on low-discrepancy sequences in Scipy?
Which sequences would you like to see? Halton? Hammersley? Sobol? Niederreiter-Xing?
I have a small Halton sequence generator, now, since it was so easy to implement. The others may take some more time.
Apparently, there are a couple of algorithms in fortran already written for this at http://www.csit.fsu.edu/~burkardt/f_src/f_src.html and also in numerical recipes I think. What could be the step for integration in Scipy? Best, Seb
DE MENTEN Sebastien wrote:
DE MENTEN Sebastien wrote:
Hi all,
Has anyone worked on low-discrepancy sequences in Scipy?
Which sequences would you like to see? Halton? Hammersley? Sobol? Niederreiter-Xing?
I have a small Halton sequence generator, now, since it was so easy to implement. The others may take some more time.
Apparently, there are a couple of algorithms in fortran already written for this at http://www.csit.fsu.edu/~burkardt/f_src/f_src.html and also in numerical recipes I think.
What could be the step for integration in Scipy?
Finding implementations with clear, acceptable licenses, or implementing them yourself from the literature. Because Burkardt's codebase is so extensive, I keep trying to convince myself that his code is acceptable if he were to just give it a license. However, he's mostly doing language conversions from other code with clearly unacceptable licenses, so I just don't trust the provenance of what he's written. Numerical Recipes code is right out. -- Robert Kern robert.kern@gmail.com "In the fields of hell where the grass grows high Are the graves of dreams allowed to die." -- Richard Harter
DE MENTEN Sebastien wrote:
Apparently, there are a couple of algorithms in fortran already written for this at http://www.csit.fsu.edu/~burkardt/f_src/f_src.html and also in numerical recipes I think.
What could be the step for integration in Scipy?
Also, I'm pretty sure that we want to avoid Fortran 90 code in the main package. There just isn't a good, free Fortran 90 compiler out there (gfortran is not good, and g95 is not legally distributable (and probably isn't all that good, either)). -- Robert Kern robert.kern@gmail.com "In the fields of hell where the grass grows high Are the graves of dreams allowed to die." -- Richard Harter
participants (2)
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DE MENTEN Sebastien -
Robert Kern