Constructing lattice points for numerical integration by a reduced fast successive coordinate search algorithm
نویسندگان
چکیده
منابع مشابه
A reduced fast component-by-component construction of lattice points for integration in weighted spaces with fast decreasing weights
Lattice rules and polynomial lattice rules are quadrature rules for approximating integrals over the s-dimensional unit cube. Since no explicit constructions of such quadrature methods are known for dimensions s > 2, one usually has to resort to computer search algorithms. The fast component-by-component approach is a useful algorithm for finding suitable quadrature rules. We present a modifica...
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ژورنال
عنوان ژورنال: Journal of Computational and Applied Mathematics
سال: 2019
ISSN: 0377-0427
DOI: 10.1016/j.cam.2018.10.046