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r2d2lri

swMATH ID: 772
Software Authors: Robinson, Ian; Hill, Michael
Description: \(r2d2lri\) is a non-adaptive algorithm implemented in C++ for performing automatic cubature over a wide variety of finite and non-finite two-dimensional domains. The core integrator uses a sixth-order Sidi transformation applied to a sequence of embedded lattice rules in such a fashion as to incur virtually no computational overhead. Even for integrals over non-finite domains, for which several non-finite to finite transformations may be attempted, the algorithm remains very fast. Performance data are presented which demonstrate both the effectiveness and efficiency of \(r2d2lri\), taking into account the number of function evaluations needed and the execution speed.
Homepage: http://dl.acm.org/citation.cfm?id=513006
Related Software: d2lri; CUBPACK; ParInt; elrint3d; ORTHPOL; TESTPACK; Cubpack++
Cited in: 10 Documents

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