EVALUATING INTEGRALS USING STRATIFICATION OF INTEGRATION DOMAIN USING RANK-1 LATTICES

摘要

A system for numerically evaluating an integral of a function over an s-dimensional integration domain is described, the system comprising a sample point generator, a function value generator and an integral value estimate generator. The sample point generator is configured to generate a selected number of sample points over the integration domain, the sample points being generated such that there is at least one sample point in each of a plurality of strata distributed over the integration domain, the strata being defined by a rank-1 lattice. The function value generator is configured to, for respective ones of the sample points, generate a value for the function at the respective sample point. The integral value estimate generator is configured to use the function values generated by the function value generator at the respective sample points in generating an estimate for the value of the integral. The system finds utility in a number of areas, including computer graphics.