library for multidimensional numerical integration
The Cuba library offers a choice of four independent routines for multidimensional numerical integration: Vegas, Suave, Divonne, and Cuhre. They work by very different methods, first three are Monte Carlo based. All four have a C/C++, Fortran interface and can integrate vector integrands. Their invocation is very similar, so it is easy to substitute one method by another for cross-checking. For further safeguarding, the output is supplemented by a chi-square probability which quantifies the reliability of the error estimate.
DocumentationCuba has been published in Comput. Phys. Commun. 168 (2005) 78 [hep-ph/0404043].
released on 25 September 2015
20 March 2013
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20 March 2013
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This entry (in part or in whole) was last reviewed on 16 April 2018.
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