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[ascl:1608.008] Cuba: Multidimensional numerical integration library

The Cuba library offers four independent routines for multidimensional numerical integration: Vegas, Suave, Divonne, and Cuhre. The four algorithms work by very different methods, and can integrate vector integrands and have very similar Fortran, C/C++, and Mathematica interfaces. Their invocation is very similar, making it easy to cross-check by substituting one method by another. For further safeguarding, the output is supplemented by a chi-square probability which quantifies the reliability of the error estimate.

Code site:
http://www.feynarts.de/cuba/
Appears in:
http://adsabs.harvard.edu/abs/2005CoPhC.168...78H http://adsabs.harvard.edu/abs/2016PhRvD..94d3005G
Bibcode:
2016ascl.soft08008H

Views: 1457

ascl:1608.008
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