Library to calculate Monte-Carlo and Quasi Monte-Carlo Integration.
- C++11 or C++14
- LITTLE ENDIAN System
./configure --prefix=YOUR_INSTALL_DIR
make
make install
set environment variable SOBOL_PATH to point a directory whici include sobolbase.dat. for example;
export SOBOL_PATH=$HOME/QMCIntegration/Sobol/data
set LIBRARY_PATH and CPLUS_INCLUDE_PATH properly.
Copyright (c) 2008, Frances Y. Kuo and Stephen Joe.
All rights reserved.
Copyright (C) 2017 Shinsuke Mori, Makoto Matsutmoto, Mutsuo Saito
and Hiroshima University.
This program is free software: you can redistribute it and/or modify
it under the terms of the GNU General Public License as published by
the Free Software Foundation, either version 3 of the License, or
(at your option) any later version.
This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
GNU General Public License for more details.
You should have received a copy of the GNU General Public License
along with this program. If not, see <http://www.gnu.org/licenses/>.