Symmetric integration rules for hypercubes. II. Rule projection and rule extension

Author:
J. N. Lyness

Journal:
Math. Comp. **19** (1965), 394-407

MSC:
Primary 65.55

MathSciNet review:
0201068

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Abstract: A theory is described which facilitates the construction of highdimensional integration rules. It is found that, for large , an -dimensional integration rule of degree man be constructed requiring a number of function evaluations of order . In an example we construct a -dimensional rule of degree 9 which requires 52,701 function evaluations. The corresponding number for the product Gaussian is .

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DOI:
https://doi.org/10.1090/S0025-5718-1965-0201068-5

Article copyright:
© Copyright 1965
American Mathematical Society