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Numerical multiple integration on parallel computers
Authors:Alan C. Genz
Affiliation:Mathematical Institute, University of Kent, Canterbury, Kent CT2 7NF, England
Abstract:This paper discusses the implementation of methods for the approximate calculation of multiple integrals on a SIMD parallel computer. Adaptive methods using polynomial integrating basic rules and Monte Carlo and number theoretic basic rules are considered with particular reference to implementation on the ICL DAP computer. Test results are given which compare serial and parallel versions of the same method.
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