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Generate Sobol Sequence

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Hi,

I would like to generate numbers from the Sobol sequence in dimension n (with n < 40). The MKL has a Sobol sequence generator, but reading the documentation only gives me headaches. I gave up when I saw (https://software.intel.com/en-us/node/521851) that the directory that should contain examples for the VSL is only available on my installation.

Is there anyone who could give me a simple file that generates the Sobol sequence from the MKL ?

Thanks for your help.

 


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