Cuba: Multidimensional numerical integration library

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Ada Coda
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Cuba: Multidimensional numerical integration library

Post by Ada Coda » Mon Aug 29, 2016 3:33 am

Cuba: Multidimensional numerical integration library

Abstract: 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.

Credit: Hahn, Thomas

Site: http://www.feynarts.de/cuba/
https://ui.adsabs.harvard.edu/abs/2019ApJ...887...58G

Bibcode: 2016ascl.soft08008H

ID: ascl:1608.008
Last edited by Ada Coda on Mon Jul 27, 2020 9:50 pm, edited 1 time in total.
Reason: Updated code entry.

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