/CIGAR

Implementation of VEGAS/VEGAS+ Algorithm in C++

Primary LanguageC++MIT LicenseMIT

CIGAR

C++ Implementation of veGAs/veGAs+ algoRithm (CIGAR) for multi-dimension Integral.

Reference

  • G. Peter Lepage; A New Algorithm for Adaptive Multidimensional Integration; Journal of Computational Physics 27 (1978) 192;
  • G. Peter Lepage: Adaptive Multidimensional Integration: VEGAS Enhanced; arXiv: 2009.05112;