psychopath/sub_crates/sobol/src
Nathan Vegdahl aecff883ab Misc optimizations on the Sobol sampler.
The biggest one is avoiding a bunch of bit reversals by keeping
numbers in bit-reversed form for as long as we can.

Also reduced the hashing rounds: just 2 rounds seems to be enough
for a reasonable amount of statistical independence on both the
scrambling and shuffling.  I tested both independently, keeping
the other with no scrambling/shuffling respectively.  This makes
sense because in normal contexts 3 is enough, but in this case
both act as input to yet another hash which is effectively doing
more rounds.
2020-04-22 16:21:50 +09:00
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lib.rs Misc optimizations on the Sobol sampler. 2020-04-22 16:21:50 +09:00