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Algorithm 698: DCUHRE: an adaptive multidemensional integration routine for a vector of integrals

Published: 01 December 1991 Publication History
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dcuhre - adaptive multidimensional integration for a vector of integrals Gams: h2b1a1

References

[1]
BERNTSEN, J., ESPELID, T. O., AND GENZ, A. A test of ADMINT. Reports in Informatics 31, Dept. of Informatics, Univ. of Bergen, 1988.
[2]
BERNTSEN, J., ESPELID, T. O., AND GENZ, A. An adaptive algorithm for the approximate calculation of multiple integrals. ACM Trans. Math. Softw. 27, 4 (Dec. 1991), 437-451.
[3]
COWELL, W. R., AND GARBOW, S. B. Users guide to Toolpack/1 (Release 2) in a Unix environment. Teeh. Rep. ANL-87-12, Argonne National Laboratories, 1987.
[4]
RicE, J.R. A metaalgorithm for adaptive quadrature. JACM. 22 (1975), 61-82.

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  1. Algorithm 698: DCUHRE: an adaptive multidemensional integration routine for a vector of integrals

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        cover image ACM Transactions on Mathematical Software
        ACM Transactions on Mathematical Software  Volume 17, Issue 4
        Dec. 1991
        118 pages
        ISSN:0098-3500
        EISSN:1557-7295
        DOI:10.1145/210232
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        Association for Computing Machinery

        New York, NY, United States

        Publication History

        Published: 01 December 1991
        Published in TOMS Volume 17, Issue 4

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