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Efficient algorithms for computing the 𝐿₂-discrepancy
S. Heinrich
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Source: Crossref
Published: Jan 1, 1996
DOI: 10.1090/s0025-5718-96-00756-9
Open original source ↗Source abstract
The L 2 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 ) O(m^2) operations, where m m is the number of nodes. In this paper we present algorithms which require O ( m ( log m ) d ) O(m(\log m)^d) operations.
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