HIntLib – High-dimensional Integration Library

Feature Summary

Quasi-Monte Carlo methods

Support for arbitrary digital nets and sequences
Support for arbitrary bases. Special optimizations for base 2.
Vectorized field arithmetic
Implemented sequences:
- Sobol sequence
- Niederreiter sequence in arbitrary bases
- Niederreiter-Xing sequence in base 2
- Halton sequence
- Faure sequence (prime and prime-power base)
- Shift-nets in arbitrary bases
Propagation rules:
- s-reduction
- m-reduction
- Net duplication
- Base reduction
- Net from sequence

Monte Carlo routines

Mersenne Twister
LCGs with with modulus 2^k as well as a prime number
Combined generators
Built-in random number generator

Integration based on Interpolatory Rules

19 different cubature rules
Rules due to Ewing, Gauss, Genz, Hammer, Ionescu, Lyness, Malik, Mustard, Philips, Simpson, Stenger, Stroud, Thacher, Tyler
Adaptive and non-adaptive subdivision strategies
Various parallel implementation of adaptive strategies

Algebra classes to facilitate the implementation of numbertheoretical algorithms

Ring of integers
Field of real and complex numbers (using floating point approximation)
Polynomials over arbitrary rings and fields
Modular arithmetic over arbirtray Euclidean rings
Finite fields (including optimizations for field size 2, 2^k, and prime)
Vector spaces based on arbitrary algebraic structures
Quotient fields (Rational numbers, rational function fields …)
Number fields and algebraic function fields
Arithmetic based on lookup tables for finite fields and finite vectorspaces

Uses exceptions and is exception-save

Contains an extensive test-suite

License

HIntLib is licensed under the GNU General Public License, version 2 (GPL). This means (in short terms) that if you distribute a program or library that uses or links with HIntLib, you have to release it under the GPL again. For detailed information, please refer to the original text of the license.

Download and Installation

HIntLib is still beta, and all interfaces may change or be remove in future versions.

Version	Release Date	File Size	Archive
0.0.13	March 14, 2008	1.4 MB	HIntLib-0.0.13.tar.gz
0.0.12	December 31, 2006	1.4 MB	HIntLib-0.0.12.tar.gz
0.0.11	October 2, 2006	1.3 MB	HIntLib-0.0.11.tar.gz
0.0.10	February 17, 2005	1.2 MB	HIntLib-0.0.10.tar.gz
0.0.9	July 11, 2004	1.2 MB	HIntLib-0.0.9.tar.gz
0.0.8	March 16, 2004	1.1 MB	HIntLib-0.0.8.tar.gz
0.0.7	March 9, 2004	1.1 MB	HIntLib-0.0.7.tar.gz
0.0.6	December 30, 2003	1019 KB	HIntLib-0.0.6.tar.gz
0.0.5	November 1, 2003	930 KB	HIntLib-0.0.5.tar.gz
0.0.4	June 16, 2003	520 KB	HIntLib-0.0.4.tar.gz
0.0.3	Apr 15, 2003	502 KB	HIntLib-0.0.3.tar.gz
0.0.2	Mar 16, 2003	500 KB	HIntLib-0.0.2.tar.gz
0.0.1	Mar 8, 2003	370 KB	HIntLib-0.0.1.tar.gz

Version

Release Date

File Size

Archive

0.0.13

March 14, 2008

1.4 MB

HIntLib-0.0.13.tar.gz

0.0.12

December 31, 2006

1.4 MB

HIntLib-0.0.12.tar.gz

0.0.11

October 2, 2006

1.3 MB

HIntLib-0.0.11.tar.gz

0.0.10

February 17, 2005

1.2 MB

HIntLib-0.0.10.tar.gz

0.0.9

July 11, 2004

1.2 MB

HIntLib-0.0.9.tar.gz

0.0.8

March 16, 2004

1.1 MB

HIntLib-0.0.8.tar.gz

0.0.7

March 9, 2004

1.1 MB

HIntLib-0.0.7.tar.gz

0.0.6

December 30, 2003

1019 KB

HIntLib-0.0.6.tar.gz

0.0.5

November 1, 2003

930 KB

HIntLib-0.0.5.tar.gz

0.0.4

June 16, 2003

520 KB

HIntLib-0.0.4.tar.gz

0.0.3

Apr 15, 2003

502 KB

HIntLib-0.0.3.tar.gz

0.0.2

Mar 16, 2003

500 KB

HIntLib-0.0.2.tar.gz

0.0.1

Mar 8, 2003

370 KB

HIntLib-0.0.1.tar.gz

Information on the installation of HIntLib can be found in Appendix A of the HIntLib manual.

Documentation

A preliminary version of the manual is available. This document is incomplete and does not cover all available features. :-(

Appendix A of the manual contains detailed information about building and installing HIntLib.

Compatibility

Computer	Processor	OS	Compiler	Latest tested version	MPI	Comments
PC	AMD K6	Suse Linux 9.3	GCC 3.3.5-Suse	current	none	OK
Intel P4	Suse Linux 9.3	GCC 2.95.3	current	none	OK
GCC 3.3.5-Suse	current	none	OK
GCC 4.0.4	current	none	OK
GCC 4.1.2	current	none	OK
GCC 4.2.3	current	none	OK
GCC 4.3.0	current	none	⁴⁾
Intel C++ 9.0	current	none	OK
Intel P3	Suse Linux 8.2	Intel C++ 7.1	0.0.10	none	OK
AMD Athlon XP	Win2k / Cygwin 1.3.10	GCC 2.95.3	0.0.12	none	²⁾
Intel P4	WinXP / Cygwin 1.5.12	GCC 3.4.1 (Exp)	0.0.12	none	OK, ³⁾
SGI Power Challenge GR	20 × MIPS R10k	IRIX64 6.5	MIPSpro 7.4	0.0.9	SGI’s MPI	¹⁾
MIPSpro 7.3.1.2m	0.0.2	SGI’s MPI	OK
Sun Ultra 60	UltraSPARC II	Solaris 2.8	GCC 3.2	0.0.10	none	OK

Computer

Processor

Compiler

Latest tested version

MPI

Comments

AMD K6

Suse Linux 9.3

GCC 3.3.5-Suse

current

none

Intel P4

Suse Linux 9.3

GCC 2.95.3

current

none

GCC 3.3.5-Suse

current

none

GCC 4.0.4

current

none

GCC 4.1.2

current

none

GCC 4.2.3

current

none

GCC 4.3.0

current

none

⁴⁾

Intel C++ 9.0

current

none

Intel P3

Suse Linux 8.2

Intel C++ 7.1

0.0.10

none

AMD Athlon XP

Win2k / Cygwin 1.3.10

GCC 2.95.3

0.0.12

none

²⁾

Intel P4

WinXP / Cygwin 1.5.12

GCC 3.4.1 (Exp)

0.0.12

none

OK, ³⁾

SGI Power Challenge GR

20 × MIPS R10k

IRIX64 6.5

MIPSpro 7.4

0.0.9

SGI’s MPI

¹⁾

MIPSpro 7.3.1.2m

0.0.2

SGI’s MPI

Sun Ultra 60

UltraSPARC II

Solaris 2.8

GCC 3.2

0.0.10

none

¹⁾ Exception handling broken.

²⁾ 2.95.x versions of GCC on Cygwin-systems cannot propagate exceptions from DLLs to user code.

³⁾ The GCC 3.3.3, which comes with Cygwin 1.5.12 by default, is broken. Use GCC 3.4.1 (which is in the experimental branch) instead.

⁴⁾ Polynomial2::evaluate() and Polynomial2Ring::evaluate() broken due to GCC bug 35540.

Other libraries

A number of libraries exist that provide functionality similar to (parts of) HIntLib. To give you the chance to compare, here are a number of links:

HIntLib – High-dimensional Integration Library

Feature Summary

License

Download and Installation

Documentation

Compatibility

Other libraries

Free Software

Other Licenses