Efficient algorithms for computing the L(2)-discrepancy

被引:27
作者
Heinrich, S
机构
[1] Fachbereich Informatik, Universität Kaiserslautern
关键词
D O I
10.1090/S0025-5718-96-00756-9
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
The L(2)-discrepancy is a quantitative measure of precision for multivariate quadrature rules. It can be computed explicitly. Previously known algorithms needed O(m(2)) operations, where m is the number of nodes. In this paper we present algorithms which require O(m(log m)(d)) operations.
引用
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页码:1621 / 1633
页数:13
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