cuVegas: Accelerate Multidimensional Monte Carlo Integration through a Parallelized CUDA-based Implementation of the VEGAS Enhanced Algorithm
https://arxiv.org/abs/2408.09229
- src/ - contains CUDA C source files
- config.cuh: contains integrand definition and parameters
- main.cu: main file, executes integration
- commons/: contains integrands and other helpers
- vegas_cuda/ - contains the python binding
Tested on Ubuntu 22.04, Python 3.10, CUDA 11.8. It requires compute capability >= sm_60.
git clone https://github.com/emiliantolo/cuvegas.git
cd cuvegas
make
./bin/main.bin
python3 -m venv venv
source venv/bin/activate
cd vegas_cuda
chmod +x install.sh
./install.sh
python3 test.py