Quasi-Monte Carlo node sets from linear congruential generators

MaRDI QIDQ4934373zbMATH OpenFDO

Authors K. Entacher, Peter Hellekalek, Pierre L'Ecuyer

Publication date 11 May 2000

zbMATH Keywords

\((t,m,s)\)-netsgood lattice pointslattice rulesnumerical examplesquasi-Monte Carlo integrationspectral testuniform random number generators

Mathematics Subject Classification ID

Pseudo-random numbers; Monte Carlo methods (11K45) Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32)

Recommendations

• On selection criteria for lattice rules and other quasi-Monte Carlo point sets
• An historical overview of lattice point sets
• Efficient lattice assessment for LCG and GLP parameter searches
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• On Korobov Lattice Rules in Weighted Spaces

Cited in

(6)

• Bad lattice points
• Good Parameters for a Class of Node Sets in Quasi-Monte Carlo Integration
• Efficient lattice assessment for LCG and GLP parameter searches
• On selection criteria for lattice rules and other quasi-Monte Carlo point sets
• A Tool for Custom Construction of QMC and RQMC Point Sets
• A parallel search for good lattice points using LLL-spectral tests

Describes a project that uses

Uses Software

• TESTPACK

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