The fast reduced QMC matrix–vector product
Author:
Funder
Australian Research Council
Austrian Science Fund
Publisher
Elsevier BV
Subject
Applied Mathematics,Computational Mathematics
Reference15 articles.
1. Fast QMC matrix–vector multiplication;Dick;SIAM J. Sci. Comput.,2015
2. Application of quasi-Monte Carlo methods to elliptic PDEs with random diffusion coefficients: a survey of analysis and implementation;Kuo;Found. Comput. Math.,2016
3. A reduced fast component-by-component construction of lattice points for integration in weighted spaces with fast decreasing weights;Dick;J. Comput. Appl. Math.,2015
4. Lattice Rules;Dick,2022
5. High-dimensional integration: The quasi-Monte Carlo way;Dick;Acta Numer.,2013
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