# dimension (3) - Linux Man Pages

## dimension: Faure low-discrepancy sequence generator.

## NAME

QuantLib::FaureRsg - Faure low-discrepancy sequence generator.

## SYNOPSIS

#include <ql/math/randomnumbers/faurersg.hpp>

### Public Types

typedef **Sample**< std::vector< **Real** > > **sample_type**

### Public Member Functions

**FaureRsg** (Size dimensionality)

const std::vector< long int > & **nextIntSequence** () const

const std::vector< long int > & **lastIntSequence** () const

const **sample_type** & **nextSequence** () const

const **sample_type** & **lastSequence** () const

Size **dimension** () const

## Detailed Description

Faure low-discrepancy sequence generator.

It is based on existing Fortran and C algorithms to calculate pascal matrix and gray transforms.

- 1.
- E. Thiemard Economic generation of low-discrepancy sequences with a b-ary gray code.
- 2.
- Algorithms 659, 647. http://www.netlib.org/toms/647, http://www.netlib.org/toms/659

**Tests**

- the correctness of the returned values is tested by reproducing known good values.

## Author

Generated automatically by Doxygen for QuantLib from the source code.