Component-by-Component Construction of G
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Frances Y. Kuo; Stephen Joe
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Article
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2002
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Elsevier Science
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English
β 272 KB
We develop algorithms to construct rank-1 lattice rules in weighted Korobov spaces of periodic functions and shifted rank-1 lattice rules in weighted Sobolev spaces of non-periodic functions. Analyses are given which show that the rules so constructed achieve strong QMC tractability error bounds. Un