Implementation and Availability of Sobol Sequences
Good initialisation numbers for different numbers of dimensions are provided by several authors. For example, Sobol provides initialisation numbers for dimensions up to 51. The same set of initialisation numbers is used by Bratley and Fox.
Initialisation numbers for high dimensions are available on Joe and Kuo. Peter Jäckel provides initialisation numbers up to dimension 32 in his book "Monte Carlo methods in finance".
Other implementations are available as C, Fortran 77, or Fortran 90 routines in the Numerical Recipes collection of software.
Finally, commercial Sobol sequence generators are available within, for example, the NAG Library, or from the British-Russian Offshore Development Agency (BRODA).
Read more about this topic: Sobol Sequence
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