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Reuse step buffer in SobolBrownianBridge random sequence generators - #2691

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PureSaber:fix/sobol-brownian-bridge-buffer
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PureSaber wants to merge 1 commit into
lballabio:masterfrom
PureSaber:fix/sobol-brownian-bridge-buffer

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Summary

  • Avoid heap allocation of a factors-sized vector on every nextSequence() call in SobolBrownianBridgeRsg and Burley2020SobolBrownianBridgeRsg.
  • Reuse mutable stepBuffer_ resized once per path.

Test plan

  • CI (existing Sobol/Brownian-bridge MC tests; sequences unchanged)

Made with Cursor

Co-authored-by: Cursor <cursoragent@cursor.com>
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CLAassistant commented Jul 28, 2026 •

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