plrint5d: A Five-Dimensional Automatic Cubature Routine Designed for a Multi-core Platform
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.
KeywordsMulti-dimensional integration automatic cubature routine lattice augmentation sequence multi-threading
Unable to display preview. Download preview PDF.
- 2.Li, T., Robinson, I.: elrint3d: A three-dimensional non-adaptive automatic cubature routine using a sequence of embedded lattice rules. Submitted for publicationGoogle Scholar
- 6.Beveridge, J., Wiener, R.: Multithreading Applications in Win32: The Complete Guide to Threads. Addison-Wesley Professional, Reading (1996)Google Scholar
- 7.Lewis, B., Berg, D.J.: Multithreaded programming with Pthreads. Prentice-Hall, Inc, Englewood Cliffs (1998)Google Scholar
- 8.Abrahams, D., Gurtovoy, A.: C++ Template Metaprogramming: Concepts, Tools, and Techniques from Boost and Beyond. Addison-Wesley Professional, Reading (2004)Google Scholar
- 10.Kahaner, D., Moler, C., Nash, S.: Numerical Methods and Software. Prentice-Hall, Englewood Cliffs (1988)Google Scholar
- 12.Genz, A.C.: Testing multidimensional integration routines. In: Ford, B., Rault, J.C., Thomasset, F. (eds.) Tools, Methods and Languages for Scientific and Engineering Computation, pp. 81–94. North-Holland, Amsterdam (1984)Google Scholar