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dcuhre - adaptive multidimensional integration for a vector of integrals Gams: h2b1a1
- 1 BERNTSEN, J., ESPELID, T. O., AND GENZ, A. A test of ADMINT. Reports in Informatics 31, Dept. of Informatics, Univ. of Bergen, 1988.Google Scholar
- 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. Google Scholar
- 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.Google Scholar
- 4 RicE, J.R. A metaalgorithm for adaptive quadrature. JACM. 22 (1975), 61-82. Google Scholar
Index Terms
- Algorithm 698: DCUHRE: an adaptive multidemensional integration routine for a vector of integrals
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