Computation of the optimal coefficients (Q806941)
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English | Computation of the optimal coefficients |
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Computation of the optimal coefficients (English)
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1991
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The concept of optimal coefficients was introduced by \textit{N. M. Korobov} [Trigonometric sums and their applications (1989; Zbl 0665.10026)] in connection with the approximate calculation of multidimensional integrals. The authors give a new algorithm for constructing such coefficients mod \(2^ n\) with \(O(2^ n)\) elementary operations. The proof of optimality is based on a lemma due to Gel'fond.
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approximate calculation of integrals
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optimal coefficients
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multidimensional integrals
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algorithm
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