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](https://www.101computing.net/wp/wp-content/uploads/estimating-pi-monte-carlo-method.png "MonteCarlo")
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
enrique-meza
March 10, 2021