DCUHRE - AN ADAPTIVE MULTIDIMENSIONAL INTEGRATION ROUTINE FOR A VECTOR OF INTEGRALS

被引：122

作者：

BERNTSEN, J

ESPELID, TO

GENZ, A

机构：

[1] UNIV BERGEN,DEPT INFORMAT,N-5008 BERGEN,NORWAY

[2] WASHINGTON STATE UNIV,DEPT COMP SCI,PULLMAN,WA 99164

来源：

ACM TRANSACTIONS ON MATHEMATICAL SOFTWARE | 1991年 / 17卷 / 04期

关键词：

ALGORITHMS; ADAPTIVE QUADRATURE; AUTOMATIC QUADRATURE; NUMERICAL MULTIDIMENSIONAL INTEGRATION;

D O I：

10.1145/210232.210234

中图分类号：

TP31 [计算机软件];

学科分类号：

081202 ; 0835 ;

摘要：

An adaptive routine, DCUHRE, for the numerical integration of a vector of integrals over a given hyperrectangular region is described. This is a FORTRAN 77 implementation of the algorithm described elsewhere in this journal.

引用

页码：452 / 456

页数：5