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Lecuyer, Pierre
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Algorithm 958: Lattice Builder: a general software tool for constructing rank-1 lattice rules
L’ecuyer P., Munger D. ACM Transactions on Mathematical Software 42(2): 1-30, 2016. Type: Article
The problem of numerically integrating multidimensional functions arises from function approximation, optimization, and solving partial differential equations, among others. The number of function evaluations, the major cost of numeric...
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Jul 22 2016
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