Constructing adapted lattice rules using problem-dependent criteria

We describe a new software tool named Lattice Builder, designed to construct lattice point sets for quasi-Monte Carlo integration via randomly-shifted lattice rules. This tool permits one to search for good lattice parameters in terms of various uniformity criteria, for an arbitrary number of points and arbitrary dimension. It also constructs lattices that are extensible in the number of points and in the dimension. A numerical illustration is given.

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