Algorithm 698: DCUHRE: an adaptive multidemensional integration routine for a vector of integrals

J. Berntsen was supported by the Norwegian Research Council for Humanities and Sciences and STATOIL. T. O. Espelid was supported by the Norwegian Research Council for Humanities and Sciences. A Genz was supported by the Norwegian Marshall Fund. Authors’ addresses: J. Berntsen and T. 0. Espelid, Department of Informatics, University of Bergen, Thorm$hlensgate 55, N-5008 Bergen, Norway; A. Genz, Computer Science Department, Washington State University, Pullman, WA 99164-1210. Permission to copy without fee all or part of this material is granted provided that the copies are not made or distributed for direct commercial advantage, the ACM copyright notice and the title of the publication and its date appear, and notice is given that copying is by permission of the Association for Computing Machinery. To copy otherwise, or to republish, requires a fee and/or specific permission. @ 1991 ACM 0098-3500/91/1200-0452 $01.50