QuasiMonteCarlo.jl
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Lazy iteration over points
It's generally a lot better for performance to iterate lazily over QMC points, especially when the number of points is quite large. When users need the whole set, there's nothing stopping them from calling collect
.
Agreed. It would be nice to have an alternative to sample
which returns an iterator for this.
Is https://github.com/SciML/QuasiMonteCarlo.jl/pull/85 sufficient @ParadaCarleton ?
I think what @ParadaCarleton had in mind is not for randomizing (which #85 do) but rather when sampling.
Like this is actually done for Sobol points in Sobol.jl with the next!
function.