Hi all,
I'm working through the implementation of the Sobol number generator in QuantLib and I've got two questions on which I would appreciate any insight you can give me:
1) At the top of the file sobolrsg.cpp a variable called AltPrimitivePolynomials is set up. This variable seems to just re-order some of the primitive polynomials (as compared to the order in primitivepolynomials.c). Is there a theoretical reason for doing this, i.e. does it improve some property of the numbers generated? I haven't seen this step described in any of the literature I have read on the method (e.g. Jäckel's book).
2) Do you have any feel for which method for initialising the free direction integers provides the best results?
Thanks for your consideration.
Regards,
Fabrice
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