A benchmarking tool for multi-variate integration software.

A set of readily available procedures for multivariate integration are tested in the context of calculations in the quantum phase space. Performance and reliability is measured against a set of test functions including, but not limited to, the quantum probability mass of the distribution. A new benchmarking application written in C++ is described, inspired by the TESTPACK algorithm by A.Genz.

$ ./cubmark -m dcuhre -m montecarlo -f G5:h=100,e=5.0 -c 1000000 -v testpack

This will run the DCUHRE and GSL Monte Carlo integration using Genz C0 test function with difficulty level h = 100 and exponent 5.0. Limit the number of calls to 1 million for each run. Compile the results into parameters defined by TESTPACK.

$ mkdir benchmark
$ cd benchmark
$ cmake ..
$ make

To configure non-standard library paths you need to set CMake's include and library paths:

$ cmake \
	-DCMAKE_INCLUDE_PATH="/path/to/Cubpack++/Code;/path/to/dcuhre;/path/to/r2d2lri;/path/to/HIntlib/include" \
	-DCMAKE_LIBRARY_PATH="/path/to/Cubpack++/Code;/path/to/dcuhre;/path/to/r2d2lri;/path/to/HIntlib/lib"

For each library this should yield:

-- checking for module 'HIntLib'
--   package 'HIntLib' not found
-- Found HIntLib 
HIntLib libraries found. Integration method will be available.

• gcc 4.4.0+
• cmake 2.6+
• Boost 1.34+ (serialization, program-options, test)

• Cubpack++ http://nines.cs.kuleuven.be/software/cubpack/
• r2d2lri http://dl.acm.org/citation.cfm?id=513006
• HIntLib https://github.com/JohannesBuchner/HIntLib
• DCUHRE http://dl.acm.org/citation.cfm?id=210234
• GSL https://www.gnu.org/software/gsl/

• Doxygen documentation
• Project page
• Bibliography

• GitHub repository