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
Hahn, T
中科院分区:
物理与天体物理2区
文献类型:
--
作者:
Hahn, T

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CUBA库提供了四种通用多维积分算法的新实现:Vegas、Suave、Divonne和Cuhre。Suave是一种新算法,Divonne是一种已知的算法,其中添加了重要的细节,Vegas和Cuhre是现有算法的新实现,与原始版本相比只有很少的改进。所有四种算法都可以集成向量被积函数,并且具有非常相似的Fortran、C/C++和Mathernatica接口。
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.