Algorithm and software for integration over a convex polyhedron

  • Authors:
  • Mark Korenblit;Efraim Shmerling

  • Affiliations:
  • Department of Computer Science, Holon Institute of Technology, Holon, Israel;Department of Computer Science and Mathematics, The College of Judea and Samaria, Ariel, Israel

  • Venue:
  • ICMS'06 Proceedings of the Second international conference on Mathematical Software
  • Year:
  • 2006

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Abstract

We present a new efficient algorithm for numerical integration over a convex polyhedron in multi-dimensional Euclidian space defined by a system of linear inequalities. The software routines which implement this algorithm are described. A numerical example of calculating an integral using these routines is given.