FaureRsg − Faure low-discrepancy sequence generator.

`#include <ql/math/randomnumbers/faurersg.hpp>`

**Public Types**

typedef **Sample**< std::vector< **Real** > > **sample_type**

**Public Member Functions**

**FaureRsg** (**Size** dimensionality)

const std::vector< long int > & **nextIntSequence** () const

const std::vector< long int > & **lastIntSequence** () const

const **sample_type** & **nextSequence** () const

const **sample_type** & **lastSequence** () const **
Size dimension** () const

Faure low-discrepancy sequence generator.

It is based on existing Fortran and C algorithms to calculate pascal matrix and gray transforms.

1. |
E. Thiemard Economic generation of low-discrepancy sequences with a b-ary gray code. |
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2. |
Algorithms 659, 647. http://www.netlib.org/toms/647, http://www.netlib.org/toms/659 |

**Tests**

the correctness of the returned values is tested by reproducing known good values.

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