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Signature SOBOL (pkg github.com/diku-dk/sml-sobol)

Quasi-random Sobol number generation.

Quasi-random Sobol number generation ported from the Futhark Sobol sequence implementation.
signature SOBOL = sig

  type vecD = Word32.word array        (* Arrays of size D *)

  val D           : int
  val norm        : real
  val frac        : Word32.word -> real
  val independent : int -> vecD
  val recurrent   : int -> vecD -> vecD
end

[type vecD]
The type of arrays of size D (not statically inforced).

[D]
The dimensionality of a sequence.

[norm]
The real value `2.0**32`.

[frac w]
turns the Word32.word value w into a real in the interval (0;1(.

[independent i]
returns the `i`'th sobol vector of size D.

[recurrent i v]
returns the `i`'th sobol vector given `v` is the `i-1`'th sobol vector.


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