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SMART Library "JINRLIB"
Authors: T.A.Merkulova, G.G.Takhtamyshev You are
Language: Fortran
visitor here.
MULTIDIMENSIONAL INTEGRATION ROUTINE USING ADAPTIVE MONTE CARLO METHOD
Realization of adaptive Monte Carlo method is suggested. The algorithm
is realized as a fortran subroutine SMART, which can be used either as
a random number generator, or a multidimensional integration routine.
The text of the program, example of its use, result of SMART tests in
calculations of multidimensional integrals for the various tasks are
presented.
Sources, input data, result of tests and some comments are submitted.
References:
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1. G.G.Takhtamyshev, preprint JINR (in Russian) Ð11-87-473, Dubna, 1987.
2. T.A.Merkulova,G.G.Takhtamyshev. Adaptive Random Number Generator
SMART. Commun. JINR E11-95-255, Dubna, 1995.
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