Concurrent Cuba

Abstract

The parallel version of the multidimensional numerical integration package Cuba is presented and achievable speed-ups discussed. The parallelization is based on the fork/wait POSIX functions, needs no extra software installed, imposes almost no constraints on the integrand function, and works largely automatically. Program summaryProgram title: CubaCatalogue identifier: ADVH_v4_2Program summary URL:http://cpc.cs.qub.ac.uk/summaries/ADVH_v4_2.htmlProgram obtainable from: CPC Program Library, Queen’s University, Belfast, N. IrelandLicensing provisions: yesNo. of lines in distributed program, including test data, etc.: 30720No. of bytes in distributed program, including test data, etc.: 729941Distribution format: tar.gzProgramming language: C.Computer: Designed for: all platforms with an ISO C99 C Compiler.Tested on: x86-Linux/gcc, x86-MacOS/clang, x86-Windows/Cygwin-gcc.Operating system: Linux, Mac OS, Windows(Cygwin).Has the code been vectorized or parallelized?: Yes, ParallelizedRAM: 1M wordsClassification: 4.11.Does the new version supersede the previous version?: YesNature of problem: Multidimensional numerical integrations, e.g. of phase spaces.Solution method: The Cuba library contains the four algorithms Vegas, Suave,Divonne, and Cuhre with the following characteristics: RoutineBasic integration methodAlgorithm typeVariance reductionVegasSobol quasi-random sampleMonte CarloImportance samplingSuaveSobol quasi-random sampleMonte CarloGlobally adaptive subdivisionDivonneKorobov quasi-random sample or Sobol quasi-random sample or cubature rulesMonte Carlo Monte Carlo deterministicDeterministic stratified sampling, aided by methods from numerical optimizationCuhreCubature rulesDeterministicGlobally adaptive subdivisionReasons for new version: ParallelizationSummary of revisions: Version 4.2 adds parallelization based on the fork/wait POSIX functions. This means that no extra software needs to be installed, almost no constraints are imposed on the integrand function, and the parallelization works largely automatically.Unusual features: Coherent interface in Fortran, C/C++, and Mathematica. Can integrate vector integrands.Running time: Varies greatly depending on the integrand and the chosen accuracy. Can range from seconds to days.