Algorithm 906: elrint3d—A Three-Dimensional Nonadaptive Automatic Cubature Routine Using a Sequence of Embedded Lattice Rules

  • Authors:
  • Tiancheng Li;Ian Robinson

  • Affiliations:
  • La Trobe University;La Trobe University

  • Venue:
  • ACM Transactions on Mathematical Software (TOMS)
  • Year:
  • 2010

Quantified Score

Hi-index 0.00

Visualization

Abstract

A three-dimensional automatic cubature routine, called elrint3d, is described and numerical results are presented that demonstrate its applicability across a wide range of domains and integrand types. The underlying algorithm is based on a 2s-copy lattice augmentation sequence, the seed lattice for which has been determined by exhaustive search based on optimization of index of merit and trigonometric degree of precision.