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Fast QMC Matrix-Vector Multiplication - MaRDI portal

Fast QMC Matrix-Vector Multiplication (Q5254809)

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scientific article; zbMATH DE number 6444459
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Fast QMC Matrix-Vector Multiplication
scientific article; zbMATH DE number 6444459

    Statements

    title
    Fast QMC Matrix-Vector Multiplication (English)
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    author
    Josef Dick
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    Frances Y. Kuo
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    Christoph Schwab
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    Quoc Thong Le Gia
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    publication date
    10 June 2015
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    zbMATH Keywords
    quasi-Monte Carlo
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    fast Fourier transform
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    lattice rule
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    polynomial lattice rule
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    Korobov \(p\)-set
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    high-dimensional integration
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    PDEs with random input
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    cites work
    Q3160669
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    Q4433608
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    Q4435446
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    Q3916657
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    Q5482377
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    Identifiers

    DOI
    10.1137/151005518
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    Mathematics Subject Classification ID
    65C05
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    65F99
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    65D30
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    65T50
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    zbMATH DE Number
    6444459
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    OpenAlex ID
    W2964207585
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    arXiv ID
    1501.06286
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