libcubature0

Multi-dimensional adaptive integration (cubature) in C (shared lib)

Description

This is a simple C package for adaptive multidimensional integration (cubature) of vector-valued integrands over hypercubes. Of course, it can handle scalar integrands as the special case where f is a one-dimensional vector: the dimensionalities of f and x are independent. The integrand can be evaluated for an array of points at once to enable easy parallelization.

This package contains the shared library.

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Homepage

https://github.com/stevengj/cubature


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