Algorithm and software for integration over a convex polyhedron

Mark Korenblit, Efraim Shmerling

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

2 Scopus citations

Abstract

We present a new efficient algorithm for numerical integration over a convex polyhedron in multi-dimensional Euclidian space defined by a system of linear inequalities. The software routines which implement this algorithm are described. A numerical example of calculating an integral using these routines is given.

Original languageEnglish
Title of host publicationMathematical Software - ICMS 2006 - Second International Congress on Mathematical Software, Proceedings
Pages273-283
Number of pages11
DOIs
StatePublished - 2006
Event2nd International Congress on Mathematical Software, ICMS 2006 - Castro Urdiales, Spain
Duration: 1 Sep 20063 Sep 2006

Publication series

NameLecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
Volume4151 LNCS
ISSN (Print)0302-9743
ISSN (Electronic)1611-3349

Conference

Conference2nd International Congress on Mathematical Software, ICMS 2006
Country/TerritorySpain
CityCastro Urdiales
Period1/09/063/09/06

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