2010 | OriginalPaper | Buchkapitel
plrint5d: A Five-Dimensional Automatic Cubature Routine Designed for a Multi-core Platform
verfasst von : Tiancheng Li, Ian Robinson
Erschienen in: Computational Science and Its Applications – ICCSA 2010
Verlag: Springer Berlin Heidelberg
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plrint5d
is an automatic cubature routine for evaluating five-dimensional integrals over a range of domains, including infinite domains. The routine is written in C++ and has been constructed by interfacing a three-dimensional routine with a two-dimensional routine. It incorporates an adaptive error control mechanism for monitoring the tolerance parameter used in calls to the inner routine as well as multi-threading to maximize performance on modern multi-core platforms. Numerical results are presented that demonstrate the applicability of the routine across a wide range of integrand types and the effectiveness of the multi-threading strategy in achieving excellent speed-up.