Announcement: QR Streams and MathDirect
- To: mathgroup at smc.vnet.net
- Subject: [mg14890] Announcement: QR Streams and MathDirect
- From: Roman Maeder <maeder at mathconsult.ch>
- Date: Mon, 23 Nov 1998 10:12:07 -0500
- Sender: owner-wri-mathgroup at wolfram.com
QR Streams QR Streams is a series of Mathematica packages for the generation of quasi-random number sequences. Such sequences are used in Monte-Carlo simulation; their lower discrepancy compared to ordinary pseudo-random numbers leads to faster convergence. The packages provide for Niederreiter sequences for practical used and also offer the classical examples of low-discrepancy sequences, such as Weyl, van der Corput, and Halton sequences. Extensive documentation on the theoretical background and application of quasi-random sequences in numerical integration, Monte-Carlo simulation, and finance (pricing of exotic derivatives) is included. A freely available demo package allows you to experiment with quasi-random numbers before spending money on it. More information is available at http://www.mathdirect.com/products/qrn/. QR Streams is a joint development with Daniel Egloff of CSK (Schweiz) AG. The main QR Streams package requires Mathematica 3 or higher and runs on all platforms where Mathematica is available. Optional MathLink binary Niederreiter generators are available for Windows, Linux, and several Unix platforms. For the distribution of QR Streams and further software, I developed my own Internet software store: MathDirect Mathematica software in fully electronic form. You register on the Web site of MathDirect, http://www.mathdirect.com/, select the desired demo packages or products, pay by credit card (except for the freely available packages, of course), and then download a compressed archive of the software onto your computer. As a registered customer you have access to our mailing lists and support information. Optional support contracts are available for many products. Feel free to have a look at http://www.mathdirect.com/. Yours, Roman Maeder ----------------------------------------------------------------------- MathConsult Dr. R. Maeder Samstagernstrasse 58a Computer-Aided Mathematics 8832 Wollerau, Switzerland T: +41-1-687 4051 mailto:maeder at mathconsult.ch F: +41-1-687 4054 http://www.mathconsult.ch/ -----------------------------------------------------------------------