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Mathematics of Computation

Published by the American Mathematical Society since 1960 (published as Mathematical Tables and other Aids to Computation 1943-1959), Mathematics of Computation is devoted to research articles of the highest quality in computational mathematics.

ISSN 1088-6842 (online) ISSN 0025-5718 (print)

The 2020 MCQ for Mathematics of Computation is 1.78.

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Component-by-component construction of good lattice rules
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by I. H. Sloan and A. V. Reztsov PDF
Math. Comp. 71 (2002), 263-273 Request permission

Abstract:

This paper provides a novel approach to the construction of good lattice rules for the integration of Korobov classes of periodic functions over the unit $s$-dimensional cube. Theorems are proved which justify the construction of good lattice rules one component at a time—that is, the lattice rule for dimension $s+1$ is obtained from the rule for dimension $s$ by searching over all possible choices of the $(s+1)$th component, while keeping all the existing components unchanged. The construction, which goes against accepted wisdom, is illustrated by numerical examples. The construction is particularly useful if the components of the integrand are ordered, in the sense that the first component is more important than the second, and so on.
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Additional Information
  • I. H. Sloan
  • Affiliation: School of Mathematics, University of New South Wales, Sydney, New South Wales 2052, Australia
  • MR Author ID: 163675
  • ORCID: 0000-0003-3769-0538
  • Email: i.sloan@unsw.edu.au
  • A. V. Reztsov
  • Affiliation: School of Mathematics, University of New South Wales, Sydney, New South Wales 2052, Australia
  • Received by editor(s): May 5, 2000
  • Published electronically: October 4, 2001
  • © Copyright 2001 American Mathematical Society
  • Journal: Math. Comp. 71 (2002), 263-273
  • MSC (2000): Primary 65D30, 65D32
  • DOI: https://doi.org/10.1090/S0025-5718-01-01342-4
  • MathSciNet review: 1862999