TESTPACK
Testing Multidimensional Integration Routines


TESTPACK is a FORTRAN77 library which demonstrates the testing of a routine for multidimensional integration.

In this case, the code being tested is a subroutine known as ADAPT, written by Genz. The code is tested on six test integrand functions, also defined by Genz. The test is done with a variety of spatial dimensions, parameter values, and difficulty factors.

Languages:

TESTPACK is available in a C++ version and a FORTRAN77 version and a FORTRAN90 version and a MATLAB version.

Related Data and Programs:

INTEGRAL_TEST, a FORTRAN90 program which tests the suitability of a set of N points for use in an equal-weight quadrature rule over the M-dimensional unit hypercube.

INTLIB, a FORTRAN90 library which estimate the integral of a function over a one-dimensional interval.

KRONROD, a FORTRAN77 library which can compute a Gauss and Gauss-Kronrod pair of quadrature rules of arbitrary order, by Robert Piessens, Maria Branders.

NINTLIB, a FORTRAN77 library which estimates the integral of a function over a one-dimensional interval.

QUADRULE, a FORTRAN90 library which defines a variety of (mostly 1-dimensional) quadrature rules.

SMOLPACK, a C library which uses the Genz test functions to demonstrate quadrature in multiple dimensions using a sparse grid.

SPINTERP, a MATLAB library which uses the Genz test functions to demonstrate multilinear interpolation on a sparse grid.

STROUD, a FORTRAN90 library which defines a variety of quadrature rules over various "interesting" geometric shapes.

TEST_NINT, a FORTRAN90 library which can be used to test N-dimensional quadrature routines.

Reference:

  1. Alan Genz,
    Testing Multidimensional Integration Routines,
    in Tools, Methods, and Languages for Scientific and Engineering Computation,
    edited by B Ford, JC Rault, F Thomasset,
    North-Holland, 1984, pages 81-94,
    ISBN: 0444875700,
    LC: Q183.9.I53.
  2. Alan Genz,
    A Package for Testing Multiple Integration Subroutines,
    in Numerical Integration: Recent Developments, Software and Applications,
    edited by Patrick Keast, Graeme Fairweather,
    Reidel, 1987, pages 337-340,
    ISBN: 9027725144,
    LC: QA299.3.N38
  3. John Hart, Ward Cheney, Charles Lawson, Hans Maehly, Charles Mesztenyi, John Rice, Henry Thatcher, Christoph Witzgall,
    Computer Approximations,
    Wiley, 1968,
    LC: QA297.C64.
  4. Linus Schrage,
    A More Portable Fortran Random Number Generator,
    ACM Transactions on Mathematical Software,
    Volume 5, Number 2, June 1979, pages 132-138.

Source Code:

List of Routines:

You can go up one level to the FORTRAN77 source codes.


Last revised on 13 March 2007.