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Efficient algorithms for computing the $L_2$-discrepancy

Author(s): S. Heinrich.
Journal: Math. Comp. 65 (1996), 1621-1633.
MSC (1991): Primary 65C05, 65D30
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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.

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Additional Information:

S. Heinrich
Affiliation: Fachbereich Informatik, Universität Kaiserslautern, D-67653 Kaiserslautern, Germany
Email: heinrich@informatik.uni-kl.de

DOI: 10.1090/S0025-5718-96-00756-9
PII: S 0025-5718(96)00756-9
Received by editor(s): April 5, 1995
Copyright of article: Copyright 1996, American Mathematical Society

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