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TODAY I LEARNED

Quasi-Random numbers in Ruby

I was interested in random sequence because I was in need to test the Montecarlo Method for getting Pi digits.

One method to estimate the value of π (3.141592…) is by using a Monte Carlo method. This method consists of drawing on a canvas a square with an inner circle. We then generate a large number of random points within the square and count how many fall in the enclosed circle. Pi

So, if you need a random sequence, you can use Sobol for quasi-random numbers.


require 'gsl'

q = GSL::QRng.alloc(GSL::QRng::SOBOL, 2)
v = GSL::Vector.alloc(2)
for i in 0..1024 do
  q.get(v)
  printf("%.5f %.5f\n", v[0], v[1])
end

Learned by enrique-meza on Mar 10, 2021

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