Method of good matrices for multi-dimensional numerical integrations—An extension of the method of good lattice points

摘要

A new method, ‘method of good matrices’, is introduced, for multi-dimensional numerical integrations over the entire Euclidean space. The fact is established that this method can be regarded as an extension of the method of good lattice points. Good matrices are presented for various classes of functions and usefulness of the method of good matrices is demonstrated through the numerical experiments.