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Implementation of a Lattice Method for Numerical Multiple Integration

ACM Transactions on Mathematical Software (TOMS) (1993) 19(4) 523-545
DOI: 10.1145/168173.168425
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Abstract

An implementation of a method for numerical multiple integration based on a sequence of imbedded lattice rules is given. Besides yielding an approximation to the integral, this implementation also provides an error estimate which does not require much extra computation. The results of some numerical experiments conclude the paper. © 1993, ACM. All rights reserved.

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CITATION STYLE

APA

Joe, S., & Sloan, I. H. (1993). Implementation of a Lattice Method for Numerical Multiple Integration. ACM Transactions on Mathematical Software (TOMS), 19(4), 523–545. https://doi.org/10.1145/168173.168425

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