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A nested partitioning procedure for numerical multiple integration
Stanford University. Systems Optimization Laboratory
Margaret H. Wright
出版
Systems Optimization Laboratory, Department of Operations Research, Standford Univ.
, 1979
URL
http://books.google.com.hk/books?id=5cwEAAAAIAAJ&hl=&source=gbs_api
註釋
An algorithm is presented for adaptively partitioning a multidimensional coordinate space based on optimization of a scalar function of the coordinates. The goal is to construct a set of hyperrectangular regions, such that the variation of function values within each region is small. These regions are then used as the basis for a stratified sampling estimate of the definite integral of the function. (Author).