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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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Efficient algorithms for computing the $L_2$-discrepancy
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by S. Heinrich PDF
Math. Comp. 65 (1996), 1621-1633 Request permission

Abstract:

The $L_2$-discrepancy is a quantitative measure of precision for multivariate quadrature rules. It can be computed explicitly. Previously known algorithms needed $O(m^2)$ operations, where $m$ is the number of nodes. In this paper we present algorithms which require $O(m(\log m)^d)$ operations.
References
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Additional Information
  • S. Heinrich
  • Affiliation: Fachbereich Informatik, Universität Kaiserslautern, D-67653 Kaiserslautern, Germany
  • Email: heinrich@informatik.uni-kl.de
  • Received by editor(s): April 5, 1995
  • © Copyright 1996 American Mathematical Society
  • Journal: Math. Comp. 65 (1996), 1621-1633
  • MSC (1991): Primary 65C05, 65D30
  • DOI: https://doi.org/10.1090/S0025-5718-96-00756-9
  • MathSciNet review: 1351202