On a projection-corrected component-by-component construction

被引:4
|
作者
Dick, Josef [1 ]
Kritzer, Peter [2 ]
机构
[1] Univ New S Wales, Sch Math & Stat, Sydney, NSW 2052, Australia
[2] Johannes Kepler Univ Linz, Dept Financial Math & Appl Number Theory, A-4040 Linz, Austria
基金
澳大利亚研究理事会; 奥地利科学基金会;
关键词
Lattice point sets; Polynomial lattice point sets; Component-by-component algorithm; QUASI-MONTE CARLO; RANK-1 LATTICE RULES; WEIGHTED KOROBOV; SPACES; INTEGRATION; CONVERGENCE; ALGORITHMS; EQUATIONS; POINTS;
D O I
10.1016/j.jco.2015.08.001
中图分类号
TP301 [理论、方法];
学科分类号
081202 ;
摘要
The component-by-component construction is the standard method of finding good lattice rules or polynomial lattice rules for numerical integration. Several authors have reported that in numerical experiments the generating vector sometimes has repeated components. We study a variation of the classical component-by-component algorithm for the construction of lattice or polynomial lattice point sets where the components are forced to differ from each other. This avoids the problem of having projections where all quadrature points lie on the main diagonal. Since the previous results on the worst-case error do not apply to this modified algorithm, we prove such an error bound here. We also discuss further restrictions on the choice of components in the component-by-component algorithm. (C) 2015 Elsevier Inc. All rights reserved.
引用
收藏
页码:74 / 80
页数:7
相关论文
共 50 条