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.
CQMC: an improved code for low-dimensional Compressed Quasi-MonteCarlo cubature
Elefante G.;
2022-01-01
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.
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