https://community.intel.com/t5/Intel-oneAPI-Math-Kernel-Library/Quasi-random-numbers-results-for-SOBOL-NIEDERREITER-methods/m-p/876183#M8963 Thanks for the explanation - yes the results were for d=1.<BR /> Tue, 10 Jun 2008 09:11:07 GMT davidspurr 2008-06-10T09:11:07Z https://community.intel.com/t5/Intel-oneAPI-Math-Kernel-Library/Quasi-random-numbers-results-for-SOBOL-NIEDERREITER-methods/m-p/876181#M8961 <BR />Using MKL, I get identical QRN's whether I use either the SOBOL or the NIEDERREITER methods. Is this correct, or am I doing something wrong?<BR /><BR />Code extract used to generate the QRN's is as below:<BR /><BLOCKQUOTE><FONT size="1">USE mkl_vsl<BR /><BR />integer status !Error/status <BR />integer brng !Index of generator to initialize stream <BR />integer method !Method = 0 in case of uniform distribution <BR />integer dimen <BR />TYPE (VSL_STREAM_STATE) stream !Random stream<BR />TYPE (VSL_STREAM_STATE) stream2 !Random stream 2<BR /><BR />integer, PARAMETER :: nc = 10<BR />integer, PARAMETER :: nr = 1000<BR />real sobel_num(nc,nr)<BR />real niederr_num(nc,nr)<BR /><BR />fmt = '(10(:,",",f8.6))'<BR />OPEN(11, file='TestRandomOut.csv')<BR /><BR />!SOBEL<BR /> write(11,'(///,a,/)') 'SOBOL'<BR /> method = 0<BR /> sobel_num = 0.0<BR /> brng = VSL_BRNG_SOBOL <BR /> dimen = 1 <BR /> status = vslnewstream( stream, brng, dimen ) !Create SOBOL stream<BR /> status = vsrnguniform( method, stream, nc*nr, sobel_num, 0.0, 1.0 ) <BR /> status = vsldeletestream( stream ) !Delete stream<BR /> write(11,fmt) sobel_num<BR /><BR />!NIEDERREITER<BR />write(11,'(///,a,/)') 'NIEDERREITER'<BR />method = 0<BR />niederr_num = 0.0<BR />brng = VSL_BRNG_NIEDERR<BR />dimen = 1<BR />status = vslnewstream( stream2, brng, dimen ) !Create NIEDERREITER stream<BR />status = vsrnguniform( method, stream2, nc*nr, niederr_num, 0.0, 1.0 ) <BR />status = vsldeletestream( stream2 ) !Delete stream<BR />write(11,fmt) niederr_num<BR /></FONT></BLOCKQUOTE> <PRE><BR /></PRE><BR /> Mon, 09 Jun 2008 11:02:16 GMT https://community.intel.com/t5/Intel-oneAPI-Math-Kernel-Library/Quasi-random-numbers-results-for-SOBOL-NIEDERREITER-methods/m-p/876181#M8961 davidspurr 2008-06-09T11:02:16Z https://community.intel.com/t5/Intel-oneAPI-Math-Kernel-Library/Quasi-random-numbers-results-for-SOBOL-NIEDERREITER-methods/m-p/876182#M8962 <P class="MsoNormal"><B><FONT face="Arial" color="navy" size="2"><SPAN>VSL implementations of Sobol and Niederreiter QRNGs are both Gray code based (see Vslnotes.pdf for implementation details). The generators are different in their initialization schemes. However, for particular dimension d=1 the generators are initialized similarly, and you have identical outputs. <P></P></SPAN></FONT></B></P> Tue, 10 Jun 2008 08:06:19 GMT https://community.intel.com/t5/Intel-oneAPI-Math-Kernel-Library/Quasi-random-numbers-results-for-SOBOL-NIEDERREITER-methods/m-p/876182#M8962 Andrey_N_Intel 2008-06-10T08:06:19Z https://community.intel.com/t5/Intel-oneAPI-Math-Kernel-Library/Quasi-random-numbers-results-for-SOBOL-NIEDERREITER-methods/m-p/876183#M8963 Thanks for the explanation - yes the results were for d=1.<BR /> Tue, 10 Jun 2008 09:11:07 GMT https://community.intel.com/t5/Intel-oneAPI-Math-Kernel-Library/Quasi-random-numbers-results-for-SOBOL-NIEDERREITER-methods/m-p/876183#M8963 davidspurr 2008-06-10T09:11:07Z