Implementation of a lattice method for numerical multiple integration

DOI10.1145/168173.168425zbMath0892.65013OpenAlexW2035497097WikidataQ113310500 ScholiaQ113310500MaRDI QIDQ4371554

Stephen Joe, Ian H. Sloan

Publication date: 26 January 1998

Published in: ACM Transactions on Mathematical Software (Search for Journal in Brave)

Full work available at URL: http://www.acm.org/pubs/contents/journals/toms/1993-19/

zbMATH Keywords

numerical experimentserror estimatenumerical multiple integrationimbedded lattice rules

Mathematics Subject Classification ID

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

Related Items

The index of merit of \(k\)th-copy integration lattices, A parallel inexact Newton method for stochastic programs with recourse, Periodizing transformations for numerical integration, Ian Sloan and Lattice Rules, A quasi-Monte-Carlo-based feasible sequential system of linear equations method for stochastic programs with recourse

Uses Software

• NAG