CUBA - a library for multidimensional numerical integration
CUBA - a library for multidimensional numerical integration
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DOI:
10.1016/j.cpc.2005.01.010
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发表时间:
2005-06-01
影响因子:
6.3
通讯作者:
Hahn, T
中科院分区:
文献类型:
--
作者:
Hahn, T
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.