libcuba-doc

Library for multidimensional numerical integration: documentation
  http://www.feynarts.de/cuba/
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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.

this package includes documentation and examples for the cuba library.