https://github.com/stevengj/cubature
Tip revision: d1955d864f53ecb2b95a802c4b9cceeeccae7b71 authored by Steven G. Johnson on 31 May 2023, 14:27:06 UTC
added citation info
added citation info
Tip revision: d1955d8
CITATION.bib
% the software:
@misc{cubature,
title = {Multi-dimensional adaptive integration in {C}: The {Cubature} package},
author = {Steven G. Johnson},
year = {2005},
howpublished = {\url{https://github.com/stevengj/cubature}}
}
% mathematical algorithms:
@article{Genz1980,
title = {Remarks on algorithm 006: An adaptive algorithm for numerical integration over an $N$-dimensional rectangular region},
author = {A. C. Genz and A. A. Malik},
doi = {10.1016/0771-050x(80)90039-x},
year = {1980},
volume = {6},
pages = {295--302},
journal = {Journal of Computational and Applied Mathematics}
}
@article{Berntsen1991,
title = {An adaptive algorithm for the approximate calculation of multiple integrals},
author = {Jarle Berntsen and Terje O. Espelid and Alan Genz},
doi = {10.1145/210232.210233},
year = {1991},
volume = {17},
pages = {437--451},
journal = {{ACM} Transactions on Mathematical Software}
}
% parallelization ("vectorized" interface):
@article{Bull1995,
title = {Parallel globally adaptive algorithms for multi-dimensional integration},
author = {J. M. Bull and T. L. Freeman},
doi = {10.1016/0168-9274(95)00076-7},
year = {1995},
volume = {19},
pages = {3--16},
journal = {Applied Numerical Mathematics}
}