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 or 10 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.
The new algorithm (vegas+
) is described in G. P. Lepage,
<https://arxiv.org/abs/2009.05112>
(J. Comput. Phys. 439 (2021) 110386).
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.