The index of merit of \(k\)th-copy integration lattices (Q2372938)

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The index of merit of \(k\)th-copy integration lattices
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    The index of merit of \(k\)th-copy integration lattices (English)
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    17 July 2007
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    Rank-1 integration lattices and higher rank copy lattices produced from them are very useful in multi-dimensional integration. Two important measures of the quality of a lattice for use in cubature rules are the trigonometric degree of precision (TDOP) and the index of merit (IOM). The present paper investigates the growth of the IOM in such sequences. In the introduction some preliminary notions, as a cubature rule for a given integration lattice \(L_{N},\) the dual lattice \(L_{N}^{\bot}\) of the lattice \(L_{N},\) TDOP, IOM, are recalled. In Definition 7 the concept of a generator matrix for the lattice \(L_{N}\) is given. In Definition 8 the concept of a rank-1 lattice is given. In Definitions 9 and 10 two equivalent constructions of the \((n^{k})^{s}\)-copy lattice \(L_{N}(k)\) of a given rank-1 simple lattice \(L_{N},\) where \(N > 1\) is odd, are presented. In Definition 12 the notion of IOM increase factor \(\sigma_{k}\) of the members of an augmentation sequence is given. Respectively, in Theorems 14 and 15 the generator matrices for \(L_{N}(k)\) and \(L_{N}^{\bot}(k)\) are characterized. In section 3 the behavior of IOM of the lattices in an augmentation sequence based on \(L_{N}\) is studied. Theorem 23 shows that an increase by a factor of at least 4 is achieved on the first augmentation. Theorem 24 demonstrates that the increase in IOM \(\rho(k)\) of the lattice \(L_{N}(k),\) by comparison with the IOM \(\rho(0)\) of the lattice \(L_{N},\) can be quite significant for the first several augmentations. Theorems 26 and 29 give the conditions on which the IOM increase factor \(\sigma_{k}\) is exactly 2 and \(\sigma_{k} \geq 4.\) The notion of a critical copy lattice is given. Theorem 32 relates the IOM increase factor of the critical copy lattice to \(N\) and the number of points in the seed lattice. Theorems 34 and 36 identify when \(\sigma_{k}\) first drops to 2 by only studying the seed lattice \(L_{N}.\)
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    quasi-Monte Carlo method
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    automatic integration routine
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    augmentation sequence
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    copy lattice
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    rank-1 simple lattice
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    index of merit
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    trigonometric degree of precision
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    cubature rules
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