Title: A component-by-component construction for the trigonometric degree
Authors: Achtsis, Nico *
Nuyens, Dirk * # ×
Issue Date: 2012
Publisher: Springer
Host Document: Monte Carlo and Quasi-Monte Carlo Methods 2010 pages:235-253
Conference: Ninth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing location:Warsaw date:15-20 August 2010
Abstract: We propose an alternative to the algorithm from Cools, Kuo, Nuyens (Computing, 2010), for constructing lattice rules with good trigonometric degree. The original algorithm has construction cost O(|A_d(m)| + d N log N) for an N-point lattice rule in d dimensions having trigonometric degree m, where the set A_d(m) has exponential size in both d and m (in the “unweighted degree” case, which is what we consider here). We reduce the cost to O(d N (log N)^2) with an implicit constant governing the needed precision (which is dependent on N and d).
ISBN: 978-3-642-27439-8
Publication status: published
KU Leuven publication type: IC
Appears in Collections:NUMA, Numerical Analysis and Applied Mathematics Section
* (joint) first author
× corresponding author
# (joint) last author

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