Article,

Cuba - a library for multidimensional numerical integration

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(2004)cite arxiv:hep-ph/0404043Comment: 24 pages, added description of new features in Cuba 1.1, version to appear in Comput. Phys. Commun.
DOI: 10.1016/j.cpc.2005.01.010

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.

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