Fast algorithms for component-by-component construction of rank-1 lattice rules in shift-invariant reproducing kernel Hilbert spaces

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DOI10.1090/S0025-5718-06-01785-6zbMath1094.65004WikidataQ57778912 ScholiaQ57778912MaRDI QIDQ3377002

Dirk Nuyens, Ronald Cools

Publication date: 27 March 2006

Published in: Mathematics of Computation (Search for Journal in Brave)

zbMATH Keywords

numerical results fast algorithm rank-1 lattice rules periodic functions component-by-component algorithm kernel matrix \(s\)-dimensional integrals

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Multidimensional problems (41A63) Approximate quadratures (41A55) Numerical quadrature and cubature formulas (65D32)

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