Lattice Builder

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Lattice Builder is a software tool and library written in the C++11 standard, that implements a variety of construction algorithms for good rank-1 lattice rules. The construction of ordinary lattice rules is supported for any number of points, and the construction of embedded lattice rules is supported for numbers of points that are an integer power of a prime base. Construction methods include exhaustive and random searches, component-by-component (CBC), random CBC and fast CBC, as well as Korobov and random Korobov searches. Supported selection criteria include the weighted P-alpha discrepancy, the R-alpha bound on the P-alpha discrepancy, and figures of merit based on the spectral test.

Lattice Builder

The most recent version is available here: Lattice Builder on GitHub.

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