Lattice methods for multiple integration: theory, error analysis and examples
SIAM Journal on Numerical Analysis
Random number generation and quasi-Monte Carlo methods
Random number generation and quasi-Monte Carlo methods
Imbedded lattice rules for multidimensional integration
SIAM Journal on Numerical Analysis
Lattice integration rules of maximal rank formed by copying rank 1 rules
SIAM Journal on Numerical Analysis
Implementation of a lattice method for numerical multiple integration
ACM Transactions on Mathematical Software (TOMS)
Minimal cubature formulae of trigonometric degree
Mathematics of Computation
d2lri: a nonadaptive algorithm for two-dimensional cubature
Journal of Computational and Applied Mathematics - Numerical evaluation of integrals
Algorithm 816: r2d2lri: an algorithm for automatic two-dimensional cubature
ACM Transactions on Mathematical Software (TOMS)
Three-and four-dimensional K-optimal lattice rules of moderate trigonometric degree
Mathematics of Computation
Five- and six-dimensional lattice rules generated by structured matrices
Journal of Complexity
Four-dimensional lattice rules generated by skew-circulant matrices
Mathematics of Computation
The search for a good lattice augmentation sequence in three dimensions
ICCSA'07 Proceedings of the 2007 international conference on Computational science and its applications - Volume Part III
ACM Transactions on Mathematical Software (TOMS)
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r2d2lri is an automatic two-dimensional cubature algorithm that demonstrates the practical value of using an augmentation sequence consisting of (2^k)^2-copy lattices as a basis for numerical integration. This paper investigates use of similar embedded augmentation sequences in higher dimensions by developing theoretical results relating to the index of merit of s-dimensional (2^k)^s-copy lattices generated from rank-1 simple lattices. The theoretical results can be used to guide the search for good augmentation sequences in s dimensions in the sense of high index of merit.