pcolI += dimension;
pcolJ += dimension;
Do you have a working version of your source code that you could send me? I would like to see how you managed to initialise the Sobol stream with Joe-Kou initial direction numbers and primitive polynomials. Did you have to supply the first dimension numbers? or did you use the default first dimension inside MKL? The code that you have above seems to override the first dimension, but in your comments above you said that it is not necessary to do this. Thank you in advance for your help.
Faramarz. I can be contacted directly at firstname.lastname@example.org
I attach the sample which shows how to initialize Intel(R) MKL Sobol QRNG with Joe-Kuo initial direction numbers and primitive polynomials. The first dimension isn't overrided in the code. The example uses the data file "soboluserdirnums-joe-kuo_1.dat" which was taken from http://web.maths.unsw.edu.au/~fkuo/sobol/ (http://web.maths.unsw.edu.au/~fkuo/sobol/), and re-formatted to simplify reading data from it.
We are planning to add RNG example illustrating how to initialize Sobol stream with the table of Joe-Kuo direction numbers into one of the future MKL releases.