A construction of higher-rank lattice rules
Lattice rules are quasi-Monte Carlo methods for numerical multiple integration that are based on the selection of an s-dimensional integration lattice. The abscissa set is the intersection of the integration lattice with the unit hypercube. It is well-known that the abscissa set of a lattice rule can be generated by a number of fixed rational vectors. In general, different sets of generators produce different integration lattices and rules, and a given rule has many different generator sets. The rank of the rule is the minimum number of generators required to span the abscissa set.
Year of publication: |
2001
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Authors: | Langtry, Timothy N. |
Published in: |
Mathematics and Computers in Simulation (MATCOM). - Elsevier, ISSN 0378-4754. - Vol. 55.2001, 1, p. 103-111
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Publisher: |
Elsevier |
Subject: | Diophantine approximation | Lattice rules | Cubature |
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