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Try Sobol QRNG instead of MersenneTwister PRNG #4

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slizzered opened this issue Jul 8, 2014 · 1 comment
Open

Try Sobol QRNG instead of MersenneTwister PRNG #4

slizzered opened this issue Jul 8, 2014 · 1 comment
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Difficulty - Medium enhancement Performance
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1.7. - extended f...

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@slizzered
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there are indications that it might converge faster that way.

also: removes the mersenne twister internal limit of 200 Blocks for the Kernels
@slizzered slizzered added this to the 1.5 - extended features milestone Jul 9, 2014
@ax3l
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ax3l commented Jul 18, 2014

Keep in mind: linear-congruency-considered-harmful

Even if you get a result faster it does not mean it's the correct one.
I actually do not trust sobol sequences too much...

@erikzenker erikzenker mentioned this issue May 6, 2015
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@slizzered slizzered modified the milestones: 1.5 - extended features, 2.0 - the next generation, 1.7. - extended features Sep 8, 2015
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