Symmetric integration rules for hypercubes. II. Rule projection and rule extension
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- by J. N. Lyness PDF
- Math. Comp. 19 (1965), 394-407 Request permission
Abstract:
A theory is described which facilitates the construction of highdimensional integration rules. It is found that, for large $n$, an $n$-dimensional integration rule of degree $2t + 1$ man be constructed requiring a number of function evaluations of order ${2^t}{n^t}/t!$. In an example we construct a $15$-dimensional rule of degree 9 which requires 52,701 function evaluations. The corresponding number for the product Gaussian is $3 \times {10^{10}}$.References
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Additional Information
- © Copyright 1965 American Mathematical Society
- Journal: Math. Comp. 19 (1965), 394-407
- MSC: Primary 65.55
- DOI: https://doi.org/10.1090/S0025-5718-1965-0201068-5
- MathSciNet review: 0201068