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Component-by-component construction of good lattice rules
2001
Mathematics of Computation
This paper provides a novel approach to the construction of good lattice rules for the integration of Korobov classes of periodic functions over the unit s-dimensional cube. Theorems are proved which justify the construction of good lattice rules one component at a time -that is, the lattice rule for dimension s + 1 is obtained from the rule for dimension s by searching over all possible choices of the (s + 1)th component, while keeping all the existing components unchanged. The construction,
doi:10.1090/s0025-5718-01-01342-4
fatcat:fd4fwa4amzeg3n4wbihkspjh5u