CQMC: an improved code for low-dimensional Compressed Quasi-MonteCarlo cubature
Title | CQMC: an improved code for low-dimensional Compressed Quasi-MonteCarlo cubature |
Publication Type | Journal Article |
Year of Publication | 2022 |
Authors | Elefante, G, Sommariva, A, Vianello, M |
Journal | Dolomites Research Notes on Approximation |
Volume | 15 |
Issue | 2 |
Pagination | 92-100 |
Date Published | 10/2022 |
Publisher | Padova Univeristy Press |
Place Published | Padova |
ISSN Number | 2035-6803 |
Abstract | An improved version of Compressed Quasi-MonteCarlo cubature (CQMC) on large low-discrepancy samples is implemented, on 2D and 3D regions with complex shape. The algorithms rests on the concept of Tchakaloff set and on NNLS solution of a sequence of “small” moment-matching systems. Examples of area and volume integration are provided. |
URL | http://drna.padovauniversitypress.it/2022/2/8 |
DOI | 10.14658/pupj-drna-2022-2-8 |
Paper: