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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