Back to Search Start Over

On computing the lattice rule criterion $R$

Authors :
Joe, Stephen
Sloan, Ian H.
Source :
Mathematics of Computation; 1992, Vol. 59 Issue: 200 p557-568, 12p
Publication Year :
1992

Abstract

Lattice rules are integration rules for approximating integrals of periodic functions over the s-dimensional unit cube. One criterion for measuring the 'goodness' of lattice rules is the quantity R. This quantity is defined as a sum which contains about $ {N^{s - 1}}$N is the number of quadrature points. Although various bounds involving R are known, a procedure for calculating R itself does not appear to have been given previously. Here we show how an asymptotic series can be used to obtain an accurate approximation to R. Whereas an efficient direct calculation of R requires $ O(N{n_1})$ is the largest 'invariant' of the rule, the use of this asymptotic expansion allows the operation count to be reduced to $ O(N)$R are also given.

Details

Language :
English
ISSN :
00255718 and 10886842
Volume :
59
Issue :
200
Database :
Supplemental Index
Journal :
Mathematics of Computation
Publication Type :
Periodical
Accession number :
ejs21912458