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LatticeBuilder: A General Software Tool for Constructing Rank-1 Lattice Rules

Pierre L'Ecuyer 1, 2 David Munger 2 
1 DIONYSOS - Dependability Interoperability and perfOrmance aNalYsiS Of networkS
Inria Rennes – Bretagne Atlantique , IRISA-D2 - RÉSEAUX, TÉLÉCOMMUNICATION ET SERVICES
2 DIRO - Département d'Informatique et de Recherche Opérationnelle [Montreal]
Keywords : Categories and Subject Descriptors: G4 [Mathematical Software] General Terms: Algorithms Additional Key Words and Phrases: Lattice rules multidimensional integration CBC construction figures of merit quasi-Monte Carlo
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https://hal.inria.fr/hal-01240168
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Submitted on : Wednesday, December 9, 2015 - 2:10:22 PM
Last modification on : Saturday, June 25, 2022 - 7:45:52 PM
Long-term archiving on: : Thursday, March 10, 2016 - 11:40:07 AM

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INSTITUT-TELECOM | UNIV-RENNES1 | CNRS | INRIA | INSA-RENNES | IRISA | CENTRALESUPELEC | IRISA-D2 | INRIA2 | UR1-MATH-STIC | UR1-UFR-ISTIC | UNIV-RENNES | UR1-MATH-NUM

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Pierre L'Ecuyer, David Munger. LatticeBuilder: A General Software Tool for Constructing Rank-1 Lattice Rules. ACM Transactions on Mathematical Software, Association for Computing Machinery, 2016, 42, pp.1-30. ⟨10.1145/2754929⟩. ⟨hal-01240168⟩

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