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[Licence| Download | New Version Template] advh_v1_3.tar.gz(130 Kbytes) | ||||||||||||||||||||||||||||||
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Manuscript Title: CUBA - a library for multidimensional numerical integration | ||||||||||||||||||||||||||||||

Authors: Thomas Hahn | ||||||||||||||||||||||||||||||

Program title: CUBA | ||||||||||||||||||||||||||||||

Catalogue identifier: ADVH_v1_3Distribution format: tar.gz | ||||||||||||||||||||||||||||||

Journal reference: Comput. Phys. Commun. 176(2007)712 | ||||||||||||||||||||||||||||||

Programming language: C. | ||||||||||||||||||||||||||||||

Computer: Designed for: all platforms with an ISO C99 C compilerTested on: x86 (Linux/gcc), Alpha (Tru64 Unix/gcc), PowerPC (Mac OS X/gcc). | ||||||||||||||||||||||||||||||

Operating system: Linux, Tru64 Unix, Mac OS X. | ||||||||||||||||||||||||||||||

RAM: 1M words | ||||||||||||||||||||||||||||||

Word size: 8 bits | ||||||||||||||||||||||||||||||

Keywords: Multidimensional numerical integration, Monte Carlo methods, Cubature rules, Variance reduction. | ||||||||||||||||||||||||||||||

PACS: 02.60.Jh, 02.70Uu. | ||||||||||||||||||||||||||||||

Classification: 4.11. | ||||||||||||||||||||||||||||||

Does the new version supersede the previous version?: Yes | ||||||||||||||||||||||||||||||

Nature of problem:Multidimensional numerical integrations, e.g. of phase spaces. | ||||||||||||||||||||||||||||||

Solution method:The CUBA library contains the four algorithms Vegas, Suave, Divonne, and Cuhre with the following characteristics:
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Reasons for new version:User-requested improvements | ||||||||||||||||||||||||||||||

Summary of revisions:Version 1.3 adds versions of the integration routines where all number-of-points-like quantities are 64-bit integers (long long int in C, integer*8 in Fortran). This can become necessary in cases of slow convergence. The corresponding routine names are prefixed with "ll". | ||||||||||||||||||||||||||||||

Unusual features:Coherent interface in Fortran, C/C++, and Mathematica. Can integrate vector integrands. | ||||||||||||||||||||||||||||||

Running time:Varies greatly depending on the integrand and the chosen accuracy. Can range from seconds to days. |

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