How to generate high dimensional sobol sequence?

I want to do some MC integration about random parameter matrix. It would be very useful to generate quasi random number such as sobol sequence. However my parameter dimension is exceed than 1111 which is the upper limit of sobolset. Then is there any other ways to do such a work?

Antworten (0)

Kategorien

Mehr zu Random Number Generation finden Sie in Hilfe-Center und File Exchange

Tags

Gefragt:

am 14 Jun. 2013

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by