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hyperGK
Gauss-Kronrod quadrature on several variables.
hyperGK is a collection of C++ classes for parallelized numerical integration on several variables. The integrations are performed using Gauss-Kronrod quadrature. hyperGK is inspired and, to some extent, based on Quadpack, but generalized to multiple integrals on either rectangular regions or more general regions. This package is still under development. Usage examples can be found in the demonstration subdirectory.
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