Cuba - a library for multidimensional numerical integration

By T. Hahn. Computer Physics Communications, 2004

930 citations recorded by the source corpus.

Abstract The Cuba library provides new implementations of four general-purpose multidimensional integration algorithms: Vegas, Suave, Divonne, and Cuhre. Suave is a new algorithm, Divonne is a known algorithm to which important details have been added, and Vegas and Cuhre are new implementations of existing algorithms with only few improvements over the original versions. All four algorithms can integrate vector integrands and have very similar Fortran, C/C++, and Mathematica interfaces. Program summary Title of program: Cuba Catalogue identifier: ADVH Program summary URL: http://cpc.cs.qub.ac.uk/summaries/ADVH Program obtainable from: CPC Program Library, Queen's University of Belfast, N. Ireland Computer for which the program is designed and others on which is has been tested: Designed for: all platforms with an ISO C99 C compiler Tested on: x86 (Linux/gcc), Alpha (Tru64 Unix/gcc) Operating systems or monitors under which the program has been tested: Linux, Tru64 Unix Programming language used: C Memory required to execute with typical data: 1M words No. of bits in a word: 8 No. of processors used: 1 Has the code been vectorized or parallelized?: Not yet No. of lines in distributed program, including test data, etc.: 9380 No. of bytes in distributed program, including test data, etc.: 131 293 Distribution format: tar.gz Nature of the physical problem: Multidimensional numerical integrations, e.g., of phase spaces. Method of solution: The Cuba library contains the four algorithms Vegas, Suave, Divonne, and Cuhre with the following characteristics: Routine Basic integration method Algorithm type Variance reduction Vegas Sobol quasi-random sample Monte Carlo importance sampling Suave Sobol quasi-random sample Monte Carlo globally adaptive subdivision Divonne Korobov quasi-random sample Monte Carlo stratified sampling, or Sobol quasi-random sample Monte Carlo aided by methods from or cubature rules deterministic numerical optimization Cuhre cubature rules deterministic globally adaptive subdivision Typical running time: Varies greatly depending on the integrand and the chosen accuracy. Can range from seconds to days. Unusual features of the program: Coherent interface in Fortran, C/C++, and Mathematica. Can integrate vector integrands.

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Citations in the corpus

Two-loop soft corrections and resummation of the thrust distribution in the dijet region (2011, methodology): “The numerical integration is then carried out using the Monte Carlo routines BASES [87] and VEGAS [88, 89 ] included in [84] with 10 7 Monte Carlo events per”
Dispersion relation for hadronic light-by-light scattering: two-pion contributions (2017, methodology): “25) are performed using the CUBA library [101].”
Gravitational waves from bubble dynamics: beyond the envelope (2017, methodology): “In evaluating the spectrum we use a multi-dimensional integration algorithm VEGAS in the CUBA library [45], and cut the calculation at a relative error of 5%.”
Collider physics at the precision frontier (2020, methodology): “One of the most widely used tools for numerical integration is the Cuba package [896, 897], which implements several numerical integration routines relying on pseudo-random sampling, quasi-random sampling or cubature rules.”
Higgs boson production in association with a jet at next-to-next-to-leading order in perturbative QCD (2013, methodology): “1), we use the adaptive Monte-Carlo algorithm VEGAS [104] as implemented in the CUBA library [105].”
The Effective Field Theory of Large Scale Structures at two loops (2013, methodology): “We use CAMB [11] to generate our linear power spectrum, and the recursive implementation of the kernels given in the Copter library [5], but combined to be IR-safe as described in [9], with all numerical integrations performed using Monte Carlo integration routines from the CUBA library [24], to com”
pySecDec: A toolbox for the numerical evaluation of multi-scale integrals (2017, methodology): “External routines/libraries: catch [1], gsl [2], numpy [3], sympy [4], Nauty [5], Cuba [6], FORM [7], Normaliz [8].”
Les Houches 2017: Physics at TeV Colliders Standard Model Working Group Report (2017, methodology): “The LTD method is implemented in a C++ code [431] and relies on the Cuba library [465] for the numerical integration routines.”
Heavy Majorana neutrinos from Wγ fusion at hadron colliders (2014, methodology): “Monte Carlo integration is performed using CUBA [75].”
The cosmological analysis of the SDSS/BOSS data from the Effective Field Theory of Large-Scale Structure (2019, methodology): “26The integrals are computed using the Cuhre routine of the CUBA library [104].”
Short-distance constraints for the HLbL contribution to the muon anomalous magnetic moment (2019, methodology): “For the numerical integration of a μ in (8), we use the Cuba library [21], both employing a Monte Carlo algorithm (Vegas) as well as a deterministic algorithm (Cuhre) for a cross-check.”