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Concurrent Cuba
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DOI：10.1016/j.cpc.2016.05.012.png)
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Abstract
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The parallel version of the multidimensional numerical integration package Cuba is presented and achievable speed-ups discussed. The parallelization is based on the fork/wait POSIX functions, needs no extra software installed, imposes almost no constraints on the integrand function, and works largely automatically. Program summary Program title: Cuba Catalogue identifier: ADVH_v4_2 Program summary URL: http://cpc.cs.qub.ac.uk/summaries/ADVH_v4_2.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: yes No. of lines in distributed program, including test data, etc.: 30720 No. of bytes in distributed program, including test data, etc.: 729941 Distribution format: tar.gz Programming language: C. Computer: Designed for: all platforms with an ISO C99 C Compiler. Tested on: x86-Linux/gcc, x86-MacOS/clang, x86-Windows/Cygwin-gcc. Operating system: Linux, Mac OS, Windows(Cygwin). Has the code been vectorized or parallelized?: Yes, Parallelized RAM: 1M words Classification: 4.11. Does the new version supersede the previous version?: Yes Nature of problem: Multidimensional numerical integrations, e.g. of phase spaces. Solution method: The Cuba library contains the four algorithms Vegas, Suave, Divonne, and Cuhre with the following characteristics: [GRAPHICS] Reasons for new version: Parallelization Summary of revisions: Version 4.2 adds parallelization based on the fork/wait POSIX functions. This means that no extra software needs to be installed, almost no constraints are imposed on the integrand function, and the parallelization works largely automatically. Unusual features: Coherent interface in Fortran, C/C++, and Mathematica. Can integrate vector integrands. Running time: Varies greatly depending on the integrand and the chosen accuracy. Can range from seconds to days. (C) 2016 Elsevier B.V. All rights reserved.
Keywords:
Multidimensional numerical integration
Parallelization
Concurrent sampling
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