Implementations of Sobol sequences

List of existing implementations, sorted by language

For each reference, the maximal dimension is given.

C

C++

Python

Fortran

Matlab / Scilab

Wrappers

Here we can list wrappers to implementations written in other languages.

For instance, randtoolbox provides a wrapper in R for an implementation written in C up to dimension 1111, see CRAN page.

For instance, Openturns provides a wrapper in Python for an implementation written in C++,
see Doc.

Discussion

Careful about checking that the first point is indeed included in the sequence.

Openturns and Boost for instance are missing it. Art Owen showed significant performance drop if you omit the first point: https:arxiv.orgbs/2008.08051
Aside from the dimensionality, consider: