Notes on lattice rules (Q1401996)

A lattice rule is a cubature formula that approximates a multidimensional integral \[ \int_{\left[0,1\right)^s}f\left(x\right) dx \] using as abscissas the points of an integration lattice. First the author presents an introduction to lattices, integration lattices and lattice rules. The notations like generator matrix, dual lattice, etc., are considered. Then the attention is concentrated on the trigonometric degree of a lattice rule. A connection with the lattice-packing problem is also established: any \(s\)-dimensional cubature rule can be associated with an index \[ \rho={\delta^s\over{s!N}}, \] where \(\delta\) is the enhanced degree of the rule and N is its abscissa count. For lattice rules, this is the packing factor of the associated dual lattice with respect to the unit \(s\)-dimensional octahedron. The properties of the index \(\rho\) are investigated. Then \(\rho\) is considered as a function of the degree for some optimal three- and four-dimensional rules. As the author notes, an individual cubature rule may be represented as a point on a plot of \(\rho\) against \(\delta\). Two of these plots are presented. They reflect a clear idea of the relative cost-effectiveness of various individual rules and sequences of rules.