Tools for adaptive multidimensional Monte Carlo integration.
Project description
The vegas package is for evaluating multidimensional integrals using an improved version of the adaptive Monte Carlo vegas algorithm (G. P. Lepage, J. Comput. Phys. 27(1978) 192). A tutorial on its use can be found in the documentation: see doc/html/index.html or <https://vegas.readthedocs.io>.
The vegas algorithm has been widely used for decades to evaluate integrals of 2 or more dimensions numerically. It is particularly well suited to higher dimensions (e.g., 9 for Feynman diagram evaluation). The algorithm in this package is significantly improved over the original vegas implementation. In particular a second adaptive strategy has been added. It also supports multi-processor evaluation of integrands using MPI.
The new algorithm is described in G. P. Lepage, <https://arxiv.org/abs/2009.05112>.
See the INSTALLATION file for installation directions. Test vegas using make tests. Some simple examples are in the examples/ subdirectory.
vegas version numbers have the form major.minor.patch where incompatible changes are signaled by incrementing the major version number, the minor number signals new features, and the patch number signals bug fixes.
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