I am trying to utilize the recently published new initial direction vectors and polynomials with mkl and have had problems for a while now.
Unlike the mkl rng's this one needs the sample size when specifying the initial vector for the first dimension.
So I chose to override the first dimension. As a simple test, I try to look into the correlation of 2 (0 based) dimensions.
My understanding is that the samples obtained from mkl are ordered by dimension (i.e, first all the dimensions of the first point, then all of the second etc). Is this correct?
This is a code snippet. The inputs are the file where the info resides and the dimensions whose correlation we are seeking.
I did not know what to use for the degree of the first polynomial, but both choices, 1 and 2 ( i.e. 1 and x )give the same results. Is it ignored? (apologies for the naiveness, it has been really a long time since I looked at sobol generation and nowdays I only use these things).
The webste with the numbers is
Thank you very much for your help.
sobol generator extension in mkl