6 Maximal Rank Lattice Rules

6
Downloaded from https://academic.oup.com/book/54960/chapter/422771346 by OUP-USA Mirror user on 01 May 2024

Maximal rank lattice rules
6.1 Introduction
In this chapter we look at lattice rules that have the maximal rank s. We
meet a simple characterization of maximal rank rules, and show that some
maximal rank rules yield outstandingly attractive error bounds. Later in
this book we shall see that maximal rank rules have other attributes that
make them attractive in computational algorithms.
Our simple characterization of maximal rank rules is in terms of ins
copies’ of lattice rules of lower rank. The ns copy of any quadrature rule
defined over Cs is obtained by subdividing the unit cube into ns smaller
cubes each of side and then applying an appropriately scaled version
of the rule to each smaller cube. We shall see (in Section 6.4) that there
is a compelling theoretical case for choosing n = 2. In the last section of
this chapter we try to explain what it is about 2s copies that makes them
special.
For a lattice rule Q with integration lattice L, the ns copy of Q is the
lattice rule with lattice n~1L. Thus we have the following definition.
Definition 6.1. Suppose Q is the N-point lattice rule given by
N-l
J-O
Then the ns copy of Q is given by
nsN ks=0 Zci=O j=0

\x n n 7J
Example 6.2. If Q is the one-point lattice rule
Qf = fW,
with lattice L = then the ns copy of this lattice rule is the product
rectangle rule given by
Lattice Methods for Multiple Integration, I. H. Sloan and S.Joe, Oxford University Press (1994),
© I. H. Sloan and S. Joe, 1994, DOI:10.1093/oso/9780198534723.003.0006
104 Maximal rank lattice rules

Fig. 6.1 The 22 copy of the rule in Figure 2.1.
This rule has the lattice (l/n)%s. Moreover, it is clear from Theorem 3.2
that the rank of this rule is s, with the invariants being n,n,... , n (the n
occurs s times).
Example 6.3. The 22 copy of the two-dimensional five-point rule
j=0 x k 2 7
whose points are shown in Figure 2.1, is
The points of this 20-point rule are shown in Figure 6.1.
Notice that in writing down the ns copy of a lattice rule we may repo
sition the ‘fractional-part’ braces as we have done in the last example, by
appealing to the obvious identity
k {&} _ k — |xj x
n n n n'
Characterization of maximal rank rules 105
6.2 Characterization of maximal rank rules

The following theorem, first proved by Sloan and Lyness (1989), gives our
desired characterization of maximal rank rules.

Theorem 6.4. An s-dimensional lattice rule is of rank s if and only if it
is the ns copy, with n > 1, of a rule of lower rank. More precisely, a rule
with invariants n±,.. .,ns, where ns > 1, is the ns copy of a rule of rank
t and invariants ni/ns,... ,nt/ns, where t < s is the largest integer for
which nt > ns.
Proof Suppose Q is a lattice rule of rank s with invariants n±,... ,ns.

Then Theorem 3.2 shows that Q may be written in canonical form as
-i ns— 1 ni—1 / ( . • \ \
Qf=—!e f(I21 +■■■+z.iy (6.i)
nin2---ns Js=0 “ \lni
ji=0 x K
ns J J ' '
Since divides ni for 1 i s — 1, the invariant n = ns is a common

factor of all the other invariants. So in (6.1) we may decompose the sum
over ji by setting hi = ni/n and
ji = kihi -f- mi, 1 i s,
and then summing ki over 0,1,..., n — 1 and mi over 0,1,..., hi — 1. Thus

we obtain
Qf
Because Q has nin2 • • • ns distinct quadrature points, each term in (6.2)

must correspond to a distinct quadrature point. In particular, the ns points
. ks 1
—zi 4------ 1---- zs >, — 1, 1 O O,
n n J
must be distinct. It then follows that they must be just the quadrature
points for the ns-point product-rectangle rule taken in a different order.
Thus we may write Q as
n— 1 n — 1 hs— 1 hi— 1
1
Qf
nshih2 • • • hs E-E
k3—0
E-E
Zc1=0ms=0 mi=0
x/({ (fcl,fc2, ■ ■. ,fcs) mi

n nhi
which from Definition 6.1 is just the ns copy of the rule
hq 1 h 1
1
hi h>2 ’' ’ hg E-E/
mi=0
m3=0
If t < s is the largest integer for which nt > ns, then ht+i = • • • = hs = 1,
so this rule may be written in the canonical form
1
hihz • • • ht mt=0 7711=0
Thus we see that Q is the nss copy of a lattice rule of rank t having the
invariants hi,..., ht, that is, having the invariants ni/ns,..., nt/ns.
On the other hand, suppose Q is of rank r < s. Then Q can be expressed
in the form (6.1) with s replaced by r. The ns copy of this rule is given by
1
nsnin2 • • -nr
From this expression we see that the quadrature points for this ns copy in
clude the quadrature points for the ns-point product-rectangle rule. Since
the latter rule has rank s and invariants n,n,... ,n, it is a simple conse
quence of Theorem 3.37 that the ns copy of the original rank-r rule has
rank s. (From the part of this theorem already proved, it then follows that
the s invariants of the ns copy are nni,... ,nnr,n,... ,n.) ■
The maximal rank rules that we are concerned with in this chapter are
ns copies of rank-1 lattice rules. If the single invariant of the rank-1 rule
is m, then the ns copy rule has invariants mn,n,... ,n, with n occurring
s — 1 times in this list. We shall show in the next section that there exist
rules of this type which yield an interesting bound on Pa. As in the rank-1
rule case, this bound is obtained by deriving an expression for a certain
mean value of Pa.
In Section 6.4, the expression for this mean is compared with the corres
ponding mean for rank-1 rules with the same (or approximately the same)
number of points. We shall see in the final section that in the case of
Existence of rules satisfying good bounds on Pa 107
2s copies the ratio of these means decreases exponentially to zero as the

dimension s —> oo. This provides a good theoretical basis for the practical
use of rules which are 2s copies of well-chosen rank-1 rules.

6.3 Existence of rules satisfying good bounds on Pa
Starting with the rank-1 rule of order m,
(6-3)
the ns copy rule is
(6-4)
We now show that Pa for the copy rule Q^n\z,m) can be expressed as
an error involving Q(z,m).
Lemma 6.5. If Q^n\z , m) is the lattice rule given by (6.4), then, for a >
1,
Pa (QW(z,m)) = - 1, (6-5)
where s
(6-6)
i=l
with
rt’W =1 + g =i+ -1). (6-7)
Proof If Q(z,m) has the lattice L, then Q^n\z,m) has the lattice n-1L.
But the dual of n~xL is nlA. It then follows from the definition of Pa in
(5.1) that
V __1 _-------
E — —1 —
,nEL-1- (nhinh2 ■ ■ • nhs)a
Q(z,m)/W-1,
where Theorem 2.8 has been used once again, with

g27Tlh-X
/^(X) := 52 (6-8)
(nhin/12 • • ‘nhs)a
Clearly, may be written in the form (6.6), with

___ „ “2,7V th X I __ I
^n)(rr) := V — =1+—V

which with (4.11) completes the proof. ■
The result in Lemma 6.5 will play an important role in what follows.
The lemma is not only useful to us in developing the theory, but also very
useful in computer searches, since the Pa error for Q(n)(z,m) (which is a
rule of order nsm) may be computed as an error for Q(z,m), which has
order only m.
We now define a convenient mean of Pa (Q^n\z, m)), analogous to that
given in Definition 4.5.
Definition 6.6. For any integer m 2, let Z = Z(m) be the set of all
z E Zs whose components Zk, 1 k s, are relatively prime to m and
satisfy —m/2 < Zk C m/2. The mean of Pa (Q^n\z,m)) over z E Z is
a>1- (6-9)
The next result, which is analogous to Theorem 4.8, gives an expression

for A/£n\m) when m is prime, and from it a simple existence theorem. The
theorem is from Disney and Sloan (1992).
Theorem 6.7. If m is a prime number, then
= -(1 + ^1)
v 7 m \ na J
my (m — l)na J
Moreover, there exists a z E Z for which Pa m)) Af£n\m).
Proof As in Proposition 4.6, it is obvious that there exists a z E Z for

which P& (Q^n\z,m)) is no greater than the mean value
The crucial step in the evaluation of M^\m) is to use Lemma 6.5 to
replace the problem by one involving just a rank-1 rule. After that, the
argument is similar to that used in the proof of Theorem 4.8. Thus using
(6.3) and (6.5) we write Fa (Q^n\z,m)) as
Pa((?W(z,m)) = l/(")(0) + -1,

Existence of rules satisfying good bounds on Pa 109
where the j = 0 term in the quadrature sum has again been separated out
because it is independent of z. Now from (6.6) and (6.7) we find

and therefore
Since m is prime, <^(?n) = m — 1. Thus from the definition of Af£n\?n) in

(6.9), we have
in which the means of the first and third terms, which are independent of
z, are obtained trivially. Writing this expression as
M“n)(m) = i 6 + * + ^n)(™) “
m \ na J
we then obtain from (6.8)
^n)(m) =
m(m — I)5 a
1
m(m — l)s
J=1 —m/2<zi ^m/2 —m/2<za^.m/2
^2irtjh\z\/m , , t fJ2irijhaza/m
(nhin/12 • • 'nhs)a
1 ^2'Kzjhz/m
m—1 (nh)a
—m/2<z^.m/2 h=—oo

Thus, we can write
m-1 z 1 xs
(6-11)
m Vm—1 /
j=i x 7
where
^2irijhz/m
1 j 3^m ~ 1-
h=—oo ~m/2<z^.m/2
{nh)a
Now, separating out the terms with h a multiple of m, we obtain
1 / -
;r^n)o» _J_ v v'

771 — 1
m - 1 V—°° -m/^m/2 ( mnk )“
y — y ^vzjhz/m
—m/2<z^.m/2
2C(a)
nama
-J— V 1 X 2irijhz/m
771 — 1 " \nh\« ,
h^O (mod m) —m/2<z^m/2
But for h 0 (mod tti) and 1 j m — 1 we have
^.'mjhz/m _ e2^jhz/m _ | __ _
—m/2<z^.m/2 -m/2<z^m/2
since jh is not a multiple of m for j in this range and m prime. Thus
l+2<(a) + J y
771 — 1 nama 771 — 1 “ x |7ih|a
/i^O(modm)
i+*
M 1
nama (m — l)7ia
1+2(W 2
nama (tti — 1)71“
Comparison with rank-1 rules 111
2(1-m1 a)C(a)
(m — l)na
Since Tan\j,turns out to be independent of j, substitution of this last

expression into (6.11) yields
m \ (m — l)na
and hence the desired result.
6.4 Comparison with rank-1 rules

In this section we compare the quantity with the corresponding
mean for rank-1 rules. Now Theorem 4.8 shows that, for N prime, the
mean of Pa for rank-1 rules of order N is given by
Ma(w) = + y_2(1 , (6.12)
Since we want to compare with the mean for rank-1 rules of

comparable order, let Ma{nsm) be the value obtained by taking N = nsm
in the right-hand side of (6.12). This is not the true value of Ma(nsrri)
because (6.12) is only valid when N is prime, but Ma(nsm) can be regarded
as an approximation to the value which Ma(N) would take if N were prime
and close to nsm. The values of Ma(nsrri) and Af£n\m) will be compared
for prime values of m. To do this, let
Q= = (6.13)
Ma(nsm) ’
which is the quotient
(6.14)
divided by
(1+2«Q))- + („•«-1) (1 - _n.m {

\ nsm — 1 /
Also, let
n + 2((a)/na 1
(6.16)
l + 2<(a)
so that As is the ratio of the first terms in the numerator and denominator.
We want Q to be small. Theorem 6.9 below shows that, under suitable

conditions, Q is bounded by As. Given that fact, the following proposition
taken from Disney and Sloan (1992) motivates the choice of n = 2.
Proposition 6.8. Let X be given by (6.16).

(i) Ifn = 2, then A < 1 for all a > 1.
(ii) For any fixed a > 1, the minimum value of X occurs when n = 2.
Proof To prove part (i), we first note that when n = 2 the inequality
A < 1 is equivalent to 2£(a) > (1 — 21~a)“1, which holds for all a 2
since £(a) > 1 for all a > 1 and (1 — 21-a)~1 2 when a 2. Because
£(a) > (a — I)-1 for all a > 1, the proof can be completed by showing that
2(a - I)-1 (1 - 21-a)“1 for 1 < a < 2. This is equivalent to f(x) 0
for 0 < x < 1, where f(x) = 1 - 2~x — x/2. Now /(0) = f (1) = 0 while
f"(x) = —2-:c(log2)2 < 0. This implies that f(x) 0 for 0 x 1.
Hence A < 1 for a > 1.
To prove part (ii), for x 1 let
x 4- 2#1 a((a)
l + 2<(a)
It has to be shown that the minimum of f over positive integer values of

x occurs at x = 2. Since /(I) = 1 and part (i) shows that /(2) < 1, it is
sufficient to show that f'(x) > 0 for x 3 and that /(3) > /(2).
By differentiating /, it may be seen that f'(x) is positive if and only if
£(a) < xa/(2(a — 1)). But it follows from (4.40) that £(a) < a/(a — 1)
for a > 1. Thus f'(x) is positive if xa — 2a > 0. This inequality holds at
a = 1 for all x > 2 and the derivative of the left-hand side with respect to
a is xa logrr — 2, which is positive for all a > 1, x 3. Thus f(x) > 0 for
x 3.
To complete the proof, we need to show that /(3) > /(2) for all a > 1.
This is equivalent to showing that 3a-1 — 2(ca“1 — l)C(a) > 0, where
c = 3/2. Since £(a) < a/(a — 1), it need only be shown that g(x) > 0 for
x > 0, where g(x) = x3x — 2(x 4- lXc® — 1). But g(0) = 0, g'(fi) > 0 and
g"(x) is positive for all x > 0, since the sign of g”(x) is the same as the
sign of
2x _ 2 /Cr + l)log2c + 21ogc\
\ x log2 3 4- 2 log 3 /
This expression is positive at x = 0, and if a = log 3 and b = log c then its
derivative is
a(ax 4- 2)2
which is positive.
Comparison with rank-1 rules 113
The next result shows that Q is small when As is small. It is based on

Disney and Sloan (1992, Theorem 5), but is more general in that it is not
restricted to n = 2, and less general in that it does not cover the 1 < a < 2
case. Readers interested in this case should consult the original reference.

Theorem 6.9. Let Q = and A be given by (6.13) and (6.16),
respectively, and suppose m is a prime number. Assume also that either
0 3 and a 2, or s = 2 and a 3. If n = 2 then fi < A5. If n 3 then
(I < Xs for all m sufficiently large.
Proof Let
2(1 — m1 a)£(a)V
t2 =
(m — l)na / ’
bi = (l + 2C(a)r,
2(1 - (n^m)1-
&2 =
nsm — 1
and nsm.
Then proving the result Q < As is equivalent to proving that

ti+t2-c <
bi + b2 — c bi
Since bi > 0 and c > 0, this is equivalent to
bi(l - t2/c) - ti(l - b2/c) > 0, (6-17)
provided bi + b2 — c > 0.
Now, if
b2 = (nsm — 1) ( 1 -
2C(q) y
nsm — 1) 1
then we have
61 + b2 — c
= £2 0 (2<(a))J C1 + (~l)J(nsm - I)1 J) - nsm

j=o
= ^2 (j) (2C(a))J + (-l)J(nswi - l)1 J) > 0.

j=i
Thus bi+&2 —c > 0 if 62 > &2- This last inequality clearly holds for all n 2

if 1 — 2£(a)/(25m — 1) is positive, the latter condition being equivalent to
1 + 2£(a) < 2sm. For a 2 this holds for all m 2 and s > 2, since
1 4- 2^(a) ^14- 2tt2/6 < 5 < 2sm. Note that under the same conditions
b2 >0.
So all that remains is to prove (6.17). Since a 2, s 2, and m > 2,
we have
0 2(1< <(2) L
na(m — 1) ^2
This implies that t2 < ns(m — 1), and hence 1 — t2/c> 1/m. Since we also
have b2 > b2l it then follows that (6.17) holds if
— tim(l — b2/c) > 0. (6.18)

Now fix a 2, s 2, and n 2, and consider the left-hand side of
(6.18) as a function g(rri) for m 1. If n = 2, then #(1) bi — ti > 0,
since b2 > 0 and bi — t± > 0 by Proposition 6.8(i). Also, for all n 2
g(jn) —> bi — n~sti(l 4- 2s£(a)) as m —> oo. At any stationary point of g.
x _ A _ 2<(q) V _ A _ 2£(o) V 1 2<(q) = Q
ti \ nsm — 1J \ nsm — 1J nsm — 1
(6.19)
Substitution for (1 — 2£(o)/(nsm — l))5 from (6.19) yields
g(m) = bi - n~sti(l -I- 2s£(q)(1 - 2£(a)/(nsm — l))s-1)
> bi — n~sti(l 4- 2sC(a)) = g(w)
at any stationary point of g.
It follows that if g(oo) is positive, then g(m) is positive for all m if
n = 2, and for all sufficiently large m if n 3. Thus it is sufficient to
establish #(oo) > 0, or, equivalently,
Obviously, this result holds for all n J? 2 if it holds for n = 2. Restricting

attention to this case, the condition to be established can be written as
l + 2C(a) V 1 + 2<(q) 0
(6.20)
2 + 22-“((q) J 2s
Let n(a,s) denote the left-hand side of (6.20). Then u is an increasing
function of s since the first term of (6.20) is an increasing function of s by
What is special about 2s copies? 115
Proposition 6.8(i), and the second term is increasing for s 2. Thus (6.20)
holds for s 3 if it holds for s = 3.
Let s = 3 and suppose a 2. Then

(2 + 22-“C(a))3u(a,3) = (1 + 2<(a))3 - (1 + 6<(a))(l + 21““<»)3
> (1 + 2((a))3 - (1 + 6<(a))(l + C(a)/2)3
= -3<(2<3 - 9<2 - 6C + 4)/8,
where £ = £(a). Elementary reasoning shows that this polynomial in £ is

positive at least for 1 < £ < 2. Since 1 < £(a) tt2/6 < 2 for a 2, then
-u(a,3) > 0 for a 2. This proves the result for O 3, a 2. Similarly,
(2 + 22"“C(a))2 «(<
*, 2) > -<(4£2 - 31< + 8)/16
for a 3. This polynomial is positive for 1 2, which proves the

result for s = 2, a 3. ■
6.5 What is special about 2s copies?

After the rigours of the preceding section, we present here a less forbidding
summary of the main results, and attempt an informal explanation.
The aim, let us recall, is to compare ns copies of rank-1 rules with
uncopied rank-1 rules having a similar number of points. To this end we
make use of the ratio
(6.21)
Ma(nsm)
Here the numerator Ma(n}J(m) is an appropriate mean of our standard error
measure Pa, applied to ns copies of the m-point rank-1 rule
with m taken to be prime. (The mean is taken over the set of z vectors
defined in Definition 6.6.) The denominator is the corresponding mean for
rank-1 rules with a similar (but prime) total number of points N « nsm.
If ns copies are to have a useful role then this ratio should be less than 1,
or at least close to 1.
Both the numerator and the denominator of (6.21) are available explic
itly, but the expressions are complicated. However, Theorem 6.9 shows
that, for a 2, s 3, and m sufficiently large,
n + 2((a)/nQ XV
l + 2((a) J (6.22)
For example, setting a = 2 we obtain
<6-23’

With numerical values inserted, the bound becomes
n^2)(m) < (0.85)s
for n = 2 (in which case the bound holds for all prime values of m),
fg3)(m) < (0.95)5
for n = 3, and
f44)(m) < (1.12)s
for n = 4. (These bounds conform, of course, with Proposition 6.8, which

asserts that the right-hand side of (6.23) is < 1 for n = 2, and takes its
minimum value for n = 2.)
How can we understand the bound (6.22)? It is clear that it is ob
tained by retaining just the dominant first terms in (6.14) and (6.15), or,
equivalently, by using the approximations
M<n>(7n) « - (1 + , (6.24)
m \ na J v '
Ma(n
m)
* ss —— (1 + 2£(a))s. (6.25)
nsm
Where do these dominant first terms come from? Recall that Ma(N) (with
N a prime number near nsm) is the mean over a set of vectors z of
Fa(z,2V) = Q(z,N)fa — l
It is the first term of this expression (which is of course independent of z)

that gives the approximation (6.25), since fa(0) = (14- 2£(a))s (see (4.10)
and (4.11)). Thus the surprising conclusion is that, when s is large, the
principal source of the mean error for rank-1 rules with N « nsm points
is the large contribution to the quadrature sum from the large value of our
standard test function fa at the vertices of the unit cube.
What is special about 2s copies? 117
Similarly, on making use of Lemma 6.5, is the mean of
= ±e<o)+1 £ /<■> ({a.}) -1,

j=l \V ''
the first term of which gives (6.24).
Thus we arrive at the following interpretation of the approximations
(6.24) and (6.25), and hence of the bound (6.22). One effect of taking ns
copies of rank-1 rules is to increase the mean error by a factor of ns (for
in effect Lemma 6.5 has us using just m points instead of nsm points),
but this is offset, especially when n is small, by a significant reduction in
/£n\o) = (1 + 2£(a)/nO£)s, the vertex value of the effective test integrand
as n increases. In a delicate balancing act, the best result turns out
to be achieved with n = 2. (Of course we should not be surprised that it
is not a good idea to take the value of n to be large: the result of copying
many times is a rule that is more and more like the product-rectangle rule,
which is a poor rule when s is large.)
A final word of caution: the results we have been discussing depend
critically on the definition of Pa, It would take only modest changes in
that definition to change the balance in favour of not copying at all (that
can happen if we make the test function fa easier, by reducing the vertex
peaks), or of copying more than twice (if we make fa even more peaked at
the vertices).
Perhaps a balanced conclusion is that the results in this chapter at least
give hope that 2s copies of rank-1 rules can compete, as far as accuracy
is concerned, with uncopied rank-1 rules. This question is explored in
numerical experiments in the last chapter of this book. By then we will
have seen that 2s copies also have an advantage of a quite different kind:
namely, that they can yield not only an estimate of the integral, but also,
at no extra cost, an estimate of the error.

6 Maximal Rank Lattice Rules

Uploaded by

Document Information

Original Title

Copyright

Available Formats

Share this document

Share or Embed Document

Sharing Options

Did you find this document useful?

Is this content inappropriate?

Copyright:

Available Formats

6 Maximal Rank Lattice Rules

Uploaded by

Copyright:

Available Formats

6

Downloaded from https://academic.oup.com/book/54960/chapter/422771346 by OUP-USA Mirror user on 01 May 2024

Then the ns copy of Q is given by

nsN ks=0 Zci=O j=0

Example 6.2. If Q is the one-point lattice rule

Downloaded from https://academic.oup.com/book/54960/chapter/422771346 by OUP-USA Mirror user on 01 May 2024

Example 6.3. The 22 copy of the two-dimensional five-point rule

whose points are shown in Figure 2.1, is

The points of this 20-point rule are shown in Figure 6.1.

6.2 Characterization of maximal rank rules

Downloaded from https://academic.oup.com/book/54960/chapter/422771346 by OUP-USA Mirror user on 01 May 2024

Proof Suppose Q is a lattice rule of rank s with invariants n±,... ,ns.

Since divides ni for 1 i s — 1, the invariant n = ns is a common

ji = kihi -f- mi, 1 i s,

and then summing ki over 0,1,..., n — 1 and mi over 0,1,..., hi — 1. Thus

Because Q has nin2 • • • ns distinct quadrature points, each term in (6.2)

x/({ (fcl,fc2, ■ ■. ,fcs) mi

Downloaded from https://academic.oup.com/book/54960/chapter/422771346 by OUP-USA Mirror user on 01 May 2024

2s copies the ratio of these means decreases exponentially to zero as the

Downloaded from https://academic.oup.com/book/54960/chapter/422771346 by OUP-USA Mirror user on 01 May 2024

the ns copy rule is

where Theorem 2.8 has been used once again, with

Clearly, may be written in the form (6.6), with

Downloaded from https://academic.oup.com/book/54960/chapter/422771346 by OUP-USA Mirror user on 01 May 2024

The next result, which is analogous to Theorem 4.8, gives an expression

Moreover, there exists a z E Z for which Pa m)) Af£n\m).

Proof As in Proposition 4.6, it is obvious that there exists a z E Z for

Pa((?W(z,m)) = l/(")(0) + -1,

Downloaded from https://academic.oup.com/book/54960/chapter/422771346 by OUP-USA Mirror user on 01 May 2024

Since m is prime, <^(?n) = m — 1. Thus from the definition of Af£n\?n) in

we then obtain from (6.8)

Downloaded from https://academic.oup.com/book/54960/chapter/422771346 by OUP-USA Mirror user on 01 May 2024

Now, separating out the terms with h a multiple of m, we obtain

;r^n)o» _J_ v v'

But for h 0 (mod tti) and 1 j m — 1 we have

since jh is not a multiple of m for j in this range and m prime. Thus

Since Tan\j,turns out to be independent of j, substitution of this last

Downloaded from https://academic.oup.com/book/54960/chapter/422771346 by OUP-USA Mirror user on 01 May 2024

6.4 Comparison with rank-1 rules

Ma(w) = + y_2(1 , (6.12)

Since we want to compare with the mean for rank-1 rules of

which is the quotient

(1+2«Q))- + („•«-1) (1 - _n.m {

We want Q to be small. Theorem 6.9 below shows that, under suitable

Downloaded from https://academic.oup.com/book/54960/chapter/422771346 by OUP-USA Mirror user on 01 May 2024

It has to be shown that the minimum of f over positive integer values of

The next result shows that Q is small when As is small. It is based on

Downloaded from https://academic.oup.com/book/54960/chapter/422771346 by OUP-USA Mirror user on 01 May 2024

Then proving the result Q < As is equivalent to proving that

= £2 0 (2<(a))J C1 + (~l)J(nsm - I)1 J) - nsm

= ^2 (j) (2C(a))J + (-l)J(nswi - l)1 J) > 0.

Downloaded from https://academic.oup.com/book/54960/chapter/422771346 by OUP-USA Mirror user on 01 May 2024

— tim(l — b2/c) > 0. (6.18)

Obviously, this result holds for all n J? 2 if it holds for n = 2. Restricting

Downloaded from https://academic.oup.com/book/54960/chapter/422771346 by OUP-USA Mirror user on 01 May 2024

where £ = £(a). Elementary reasoning shows that this polynomial in £ is

for a 3. This polynomial is positive for 1 2, which proves the

6.5 What is special about 2s copies?

For example, setting a = 2 we obtain

Downloaded from https://academic.oup.com/book/54960/chapter/422771346 by OUP-USA Mirror user on 01 May 2024

n^2)(m) < (0.85)s

fg3)(m) < (0.95)5

for n = 4. (These bounds conform, of course, with Proposition 6.8, which