An algorithm for QMC integration using low-discrepancy lattice sets

MaRDI QIDQ3568698zbMATH OpenFDO

Authors Vojtěch Franěk

Publication date 15 June 2010

Full work available at URL http://www.emis.de/journals/CMUC/cmuc0803/cmuc0803.htm

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zbMATH Keywords

latticesnumerical experimentsdiscrepancyquasi-Monte Carlo methodlinear programming methodQMC integration

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32)

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Cited in

(2)

• scientific article; zbMATH DE number 1390116 (Why is no real title available?)
• Van der Corput and Golden ratio sequences along the Hilbert space-filling curve

Describes a project that uses

Uses Software

• TESTPACK

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