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.