Description:

The Cuba library offers a choice of four independent routines for
multidimensional numerical integration: Vegas, Suave, Divonne, and
Cuhre. All four have a C/C++ and Fortran interface and can integrate
vector integrands. Their invocation is very similar, so it is easy to
substitute one method by another for cross-checking. For further
safeguarding, the output is supplemented by a chi-square probability
which quantifies the reliability of the error estimate. C functions
can be called from Fortran directly, so there is no need for adapter
code. Similarly, linking Fortran code with the library is
straightforward and requires no extra tools. In Fortran and C/C++ the
Cuba library can (and usually does) automatically parallelize the
sampling of the integrand.