Parallel Adaptive Monte Carlo Integration in C++
Dvegas facilitates adaptive Monte Carlo integration based on an enhanced and extended version of Peter Lepage's VEGAS algorithm. It allows to automatically take into account correlations between sets of dimensions and to fully adapt the sampling of sums of integrals. The code is genuinely object-oriented and written in ISO/ANSI standard C++. Parallel computation is supported through an interface to omniORB, a high-performance, open-source CORBA implementation from AT&T Laboratories Cambridge. Notably, it does not require thread-safe integrand implementations.