sobol_gold.h

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/*
 * Portions Copyright (c) 2009 Mike Giles, Oxford University.  All rights
 * reserved.
 * Portions Copyright (c) 2008 Frances Y. Kuo and Stephen Joe.  All rights
 * reserved.
 *
 * Sobol Quasi-random Number Generator example
 *
 * Based on CUDA code submitted by Mike Giles, Oxford University, United Kingdom
 * http://people.maths.ox.ac.uk/~gilesm/
 *
 * and C code developed by Stephen Joe, University of Waikato, New Zealand
 * and Frances Kuo, University of New South Wales, Australia
 * http://web.maths.unsw.edu.au/~fkuo/sobol/
 *
 * For theoretical background see:
 *
 * P. Bratley and B.L. Fox.
 * Implementing Sobol's quasirandom sequence generator
 * http://portal.acm.org/citation.cfm?id=42288
 * ACM Trans. on Math. Software, 14(1):88-100, 1988
 *
 * S. Joe and F. Kuo.
 * Remark on algorithm 659: implementing Sobol's quasirandom sequence generator.
 * http://portal.acm.org/citation.cfm?id=641879
 * ACM Trans. on Math. Software, 29(1):49-57, 2003
 *
 */

#ifndef SOBOL_GOLD_H
#define SOBOL_GOLD_H

void initSobolDirectionVectors(int n_dimensions, unsigned int *directions);
void sobolCPU(int n_vectors, int n_dimensions, unsigned int *directions,
              float *output);

#endif