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Sobol Number Generator #20

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Drawaes opened this issue Jan 21, 2017 · 1 comment
Open

Sobol Number Generator #20

Drawaes opened this issue Jan 21, 2017 · 1 comment
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Basic Monte Carlo...

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@Drawaes
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Drawaes commented Jan 21, 2017

Write a version of Sobol that can both be used serially and Dimension wise for parallel use.
@Drawaes Drawaes added this to the Basic Monte Carlo Engine milestone Jan 21, 2017
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Drawaes commented Jan 21, 2017

Create the structure for holding and potentially compressing paths in memory as they are generated. Have the possibility to persist or dispose of the paths as calculations take place.

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