QMCSoftware
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Open software for quasi-Monte Carlo

QMCSoftware brings together open-source projects for quasi-Monte Carlo methods: libraries for Python and Julia, sequence generators in OpenCL and C, and shared low-discrepancy construction data.

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The QMCSoftware family

QMCPy

Quasi-Monte Carlo community software in Python, with modular point generators, measure transforms, integrands, and adaptive stopping criteria.

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QMCToolsCL

Quasi-Monte Carlo sequence generators implemented in OpenCL and C.

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QuasiMC.jl

A Julia port of QMCPy for quasi-Monte Carlo point generation, measure transforms, and adaptive high-dimensional integration.

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LDData

Low-discrepancy generating vectors and matrices, together with proposed simple text formats for sharing them.

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Blogs

Articles and updates from across the QMCSoftware projects.

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Publications

A developing guide to publications and software citation resources.

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News & Events

Confirmed announcements, releases, talks, workshops, and events.

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Community

Find maintained contribution resources and ways to connect with the projects.

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QMCSoftware — open-source quasi-Monte Carlo software

 
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