Vegas revisited: adaptive Monte Carlo integration beyond factorization

Computer Physics Communications

Volumn 120, Issue 1, 1999, Pages 13-19

  Ohl, T ^a  

^a DARMSTADT UNIVERSITY OF TECHNOLOGY   (Germany)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; MONTE CARLO METHODS; NUMERICAL METHODS; OPTIMIZATION; SAMPLING;

FACTORIZATION; MONTE CARLO INTEGRATION;

INTEGRATION;

EID: 0032593206     PISSN: 00104655     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0010-4655(99)00209-X     Document Type: Article

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3. R. Kleiss, R. Pittau, Comput. Phys. Commun. 83 (1994) 141.
4. R. Kleiss, W.J. Stirling, S.D. Ellis, Comput. Phys. Commun. 40 (1986) 359; R. Kleiss, W.J. Stirling, Nucl. Phys. B 385 (1992) 413.
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6. T. Ohl, VAMP, Version 1.0: Vegas AMPlified: Anisotropy, Multi-channel Sampling and Parallelization, preprint (Darmstadt University of Technology, 1998), in preparation.
7. International Standards Organization, ISO/IEC 1539:1997, Information Technology - Programming Languages - Fortran (Geneva, 1997).