IMPLEMENTATION OF A LATTICE METHOD FOR NUMERICAL MULTIPLE INTEGRATION

Authors
JOE S SLOAN IH
Citation
S. Joe et Ih. Sloan, IMPLEMENTATION OF A LATTICE METHOD FOR NUMERICAL MULTIPLE INTEGRATION, ACM transactions on mathematical software, 19(4), 1993, pp. 523-545
Citations number
22
Categorie Soggetti
Computer Sciences",Mathematics
Journal title
ACM transactions on mathematical software → ACNP
ISSN journal
00983500
Volume
19
Issue
4
Year of publication
1993
Pages
523 - 545
Database
ISI
SICI code
0098-3500(1993)19:4<523:IOALMF>2.0.ZU;2-8
Abstract
An implementation of a method for numerical multiple integration based on a sequence of imbedded lattice rules is given. Besides yielding an approximation to the integral, this implementation also provides an e rror estimate which does not require much extra computation. The resul ts of some numerical experiments conclude the paper.