./

gsl_sobol.pro

topgsl_sobol

Monte Carlo

result = gsl_sobol(num, dims [, CLEAN=CLEAN] [, VERBOSE=VERBOSE])

call the GSL routine for sobol sequences (gsl_qrng) using a C wrapper I wrote

Creates the *.so library file in the current directory

One much have GSL installed and in the path. I wrote this on a MAC (10.5.2) and have no idea if it will function elsewhere. Also one must have gsl_sobol.c and idl_export.h in the current directory.

Return value

a double array (dblarr(num,dims)) of the dims-dimension Sobol sequence

Parameters

num in required: number of points in the series to construct (i.e. dblarr(num,dims))
dims in required: the number of dimensions to use (i.e. dblarr(num,dims))

Keywords

CLEAN in optional: Remove the *.so library and build it again
VERBOSE in optional: print a lot of debug information

Examples

 IDL> print, gsl_sobol(5,2)
 0.50000000  0.75000000  0.25000000  0.37500000  0.87500000
 0.50000000  0.25000000  0.75000000  0.37500000  0.87500000

Author information

History:: Fri Apr 4 16:47:44 2008, Brian Larsen written and tested

Statistics

Lines:	32
McCabe complexity:

File attributes

Modifcation date:	Tue Sep 9 14:10:57 2008
Lines:	83

Documentation for /Users/balarsen/Documents/idl/larsen/

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