Work

On a projection-corrected component-by-component construction

Year: 2015
Type: preprint
Abstract: 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.
Language: English
Open Access status: green
OpenAlex ID: W2950012359
Cites: 15
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Related to: 20