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plrint5d: A Five-Dimensional Automatic Cubature Routine Designed for a Multi-core Platform

  • Tiancheng Li
  • Ian Robinson
Conference paper
Part of the Lecture Notes in Computer Science book series (LNCS, volume 6017)

Abstract

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.

Keywords

Multi-dimensional integration automatic cubature routine lattice augmentation sequence multi-threading 

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Copyright information

© Springer-Verlag Berlin Heidelberg 2010

Authors and Affiliations

  • Tiancheng Li
    • 1
  • Ian Robinson
    • 1
  1. 1.La Trobe UniversityMelbourneAustralia

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