Numerical Integration in 1D, 2D and 3D using Gauss-Chebychev-Quadrature on a rectangular grid. Function evaluations are done using simplistic C++ lambda functions.
For a quick theoretical introduction on Gaussian-Quadrature please visit i.e.: https://en.wikipedia.org/wiki/Gaussian_quadrature or see Paul DeVries: Computational Physics Chapter 4
Be sure that your system is compatible to C++14 and to have OpenMP installed for parallelization!
make
./MultiDim_Gauss.out
Or compile from source using g++:
g++ MultiDim_Gauss.cpp -fopenmp -std=c++1y
Any Questions or Bug Reports? Send me an e-Mail: [email protected]