CUBA - a library for multidimensional numerical integration

被引：695

作者：

Hahn, T ^{[1
]}

机构：

[1] Max Planck Inst Phys & Astrophys, D-80805 Munich, Germany

来源：

COMPUTER PHYSICS COMMUNICATIONS | 2005年 / 168卷 / 02期

关键词：

multidimensional numerical integration; Monte Carlo methods; cubature rules; variance reduction;

D O I：

10.1016/j.cpc.2005.01.010

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

The CUBA library provides new implementations of four general-purpose multidimensional integration algorithms: Vegas, Suave, Divonne, and Cuhre. Suave is a new algorithm, Divonne is a known algorithm to which important details have been added, and Vegas and Cuhre are new implementations of existing algorithms with only few improvements over the original versions. All four algorithms can integrate vector integrands and have very similar Fortran, C/C++, and Mathernatica interfaces.

引用

页码：78 / 95

页数：18

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