The Initialization of Sobol Numbers
To construct a Sobol sequence a set of direction numbers vi,j needs to be selected. There is some freedom in the selection of initial direction numbers. Therefore, it is possible to receive different realisations of the Sobol sequence for selected dimensions. A bad selection of initial numbers can considerably reduce the efficiency of Sobol sequences when used for computation.
Arguably the easiest choice for the initialisation numbers is just to have the l-th leftmost bit set, and all other bits to be zero, i.e. mk,j = 1 for all k and j. This initialisation is usually called unit initialisation. However, such a sequence fails the test for Property A and A’ even for low dimensions and hence this initialisation is bad.
Read more about this topic: Sobol Sequence
Famous quotes containing the word numbers:
“The barriers of conventionality have been raised so high, and so strangely cemented by long existence, that the only hope of overthrowing them exists in the union of numbers linked together by common opinion and effort ... the united watchword of thousands would strike at the foundation of the false system and annihilate it.”
—Mme. Ellen Louise Demorest 18241898, U.S. womens magazine editor and womans club movement pioneer. Demorests Illustrated Monthly and Mirror of Fashions, p. 203 (January 1870)