0000000000643832
AUTHOR
Richard Kreckel
Parallelization of adaptive MC integrators
Monte Carlo (MC) methods for numerical integration seem to be embarassingly parallel on first sight. When adaptive schemes are applied in order to enhance convergence however, the seemingly most natural way of replicating the whole job on each processor can potentially ruin the adaptive behaviour. Using the popular VEGAS-Algorithm as an example an economic method of semi-micro parallelization with variable grain-size is presented and contrasted with another straightforward approach of macro-parallelization. A portable implementation of this semi-micro parallelization is used in the xloops-project and is made publicly available.
Introduction to the GiNaC Framework for Symbolic Computation within the C++ Programming Language
AbstractThe traditional split into a low level language and a high level language in the design of computer algebra systems may become obsolete with the advent of more versatile computer languages. We describe GiNaC, a special-purpose system that deliberately denies the need for such a distinction. It is entirely written in C++and the user can interact with it directly in that language. It was designed to provide efficient handling of multivariate polynomials, algebras and special functions that are needed for loop calculations in theoretical quantum field theory. It also bears some potential to become a more general purpose symbolic package.
Parallelization of adaptive MC integrators
Abstract Monte Carlo (MC) methods for numerical integration seem to be embarrassingly parallel on first sight. When adaptive schemes are applied in order to enhance convergence however, the seemingly most natural way of replicating the whole job on each processor can potentially ruin the adaptive behaviour. Using the popular VEGAS-Algorithm as an example an economic method of semi-micro parallelization with variable grain-size is presented and contrasted with another straightforward approach of macro-... Title of program: pvegas.c Catalogue Id: ADGU_v1_0 Nature of problem Monte Carlo (MC) methods for numerical integration seem to be embarassingly parallel on first sight. When adaptive schem…