https://github.com/stevengj/cubature
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Tip revision: d1955d864f53ecb2b95a802c4b9cceeeccae7b71 authored by Steven G. Johnson on 31 May 2023, 14:27:06 UTC
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}
}
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