1. NAME AND TITLE

LPTAU: Quasi-Random Sequence Generators.

2. CONTRIBUTOR

Keldysh Institute of Applied Mathematics, Russian Academy of Sciences, Moscow, through the NEA Data Bank, Issy-les-Moulineaux, France.

3. CODING LANGUAGE AND COMPUTER

C and Fortran 77 on VAXes and IBM PC compatibles (P00340/MNYCP/00).

4. NATURE OF PROBLEM SOLVED

LPTAU generates quasi-random sequences. The sequences are uniformly distributed sets of L=2**30 points in the N-dimensional unit cube: I**N=[0,1]. The sequences are used as nodes for multidimensional integration, as searching points in global optimization, as trial points in multicriteria decision making, as quasi-random points for quasi Monte Carlo algorithms.

5. METHOD OF SOLUTION

Uses LP-TAU sequence generations.

6. RESTRICTIONS OR LIMITATIONS

The number of points that can be generated is less than 230. The dimension of the space cannot exceed 51.

7. TYPICAL RUNNING TIME

The C and Fortran 77 versions each run in approximately 1.5 seconds on the VAX. The run time is approxiamtely the same when running either version on a PC.

8. COMPUTER HARDWARE REQUIREMENTS

The C and Fortran 77 versions should run on any platform with only minor modifications where program input/output are concerned.

9. COMPUTER SOFTWARE REQUIREMENTS

A Fortran 77 or an ANSI C compiler are required.

10. REFERENCES

I. M. Sobel, V. I. Turchaninox, Yu. L. Levitan, B. V. Shukhman, "Quasi-Random Sequence Generators," Keldysh Institute of Applied Mathematics, Russian Academy of Sciences (1992).

I. M. Sobol, "Global Sensitivity Estimates," (April 1993).

I. M. Sobol, "On the Systematic Search in a Hypercube," Siam J. Numer. Anal. Vol.16, No. 5, (October 1979).

11. CONTENTS OF CODE PACKAGE

The referenced document and 1 DS/HD 5.25" (1.2 MB) diskette are included. The DOS diskette contains Fortran 77 and C source files, sample output, and information files.

12. DATE OF ABSTRACT

February 1994.