SGMGA_PRECISION:
On the Precision of Certain Multidimensional Quadrature Schemes


This short paper is an attempt to organize some results on the precision of certain sparse grid rules, and in particular, comparing the number of function evaluations required to achieve a given level of precision. The intent is to show the point at which a sparse grid rule becomes more efficient than a standard product rule.

A PDF version is available as ../../presentations/sgmga_precision.pdf.

The following files constitute the LaTeX file used to create the slides:

You can go up one level to the LATEX home page.


Last revised on 13 October 2009.