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Erschienen in:
2014 | OriginalPaper | Buchkapitel
Software Packages for Holonomic Gradient Method
verfasst von : Tamio Koyama, Hiromasa Nakayama, Katsuyoshi Ohara, Tomonari Sei, Nobuki Takayama
Erschienen in: Mathematical Software – ICMS 2014
Verlag: Springer Berlin Heidelberg
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We present software packages for the holonomic gradient method (HGM). These packages compute normalizing constants and the probabilities of some regions. While many algorithms which compute integrals over high-dimensional regions utilize the Monte-Carlo method, our HGM utilizes algorithms for solving ordinary differential equations such as the Runge-Kutta-Fehlberg method. As a result, our HGM can evaluate many integrals with a high degree of accuracy and moderate computational time. The source code of our packages is distributed on our web page [12].