We present LatNet Builder, a software tool to find good parameters for lattice rules,
polynomial lattice rules, and digital nets in base 2, for quasi-Monte Carlo (QMC) and
randomized quasi-Monte Carlo (RQMC) sampling over the
\(s\)-dimensional unit hypercube.
The selection criteria are figures of merit that give different weights to different subsets of
They are upper bounds on the worst-case error (for QMC) or variance (for RQMC)
for integrands rescaled to have a norm of at most one in certain Hilbert spaces of functions.
Various Hilbert spaces, figures of merit, types of constructions, and search methods are
covered by the tool.
We provide simple illustrations of what it can do.
Paru en décembre 2020 , 16 pages