System, method, and computer program product for evaluating an integral utilizing a low discrepancy sequence and a block size

摘要

A system, method, and computer program product are provided for evaluating an integral utilizing a low discrepancy sequence and a block size. In use, a low discrepancy sequence and a block size are determined. Additionally, an integral is evaluated, utilizing the low discrepancy sequence and the block size.

主权项

1. A method, comprising:
determining a sequence of vectors that includes a plurality of vectors; determining a block size; partitioning the sequence of vectors into a plurality of contiguous blocks of vectors, wherein each contiguous block of vectors has a size equal to the block size; and evaluating an integral using a processor, utilizing the contiguous blocks of vectors.