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数学公式库--非常不错 The GNU Scientific Library (GSL) is a collection of routines for numerical computing. T

G. P. Lepage, "VEGAS..." J. Comp. Phys. 27, 192(1978).
W.H. Press, G.R. Farrar, "Miser..." Computers in Physics, v4 (1990), pp190-195

References from PVEGAS by Richard Kreckel

[1]:  G.P. Lepage: A New Algorithm for Adaptive Multidimensional 
      Integration; Journal of Computational Physics 27, 
      192-203, (1978)

[2]:  W. Press, S. Teukolsky, W. Vetterling, B. Flannery: Numerical
      Recipes in C, (second edition) Cambridge University Press, 
      1992.

[3]:  R.C. Tausworthe: Random numbers generated by linear 
      recurrence modulo two, Math. Comput. 19, 201-209, (1965)

[4]:  I. Deak: Uniform random number generators for parallel
      computers; Parallel Computing, 15, 155-164, (1990)

[5]:  R. Kreckel: Parallelization of adaptive MC integrators, 
      MZ-TH/97-30, physics/9710028; Comp. Phys. Comm., 106, 258-266, 
      (1997) (A preliminary version of this article can be retrieved 
      via anonymous ftp from ftpthep.physik.uni-mainz.de in the directory
      /pub/pvegas/.)

[6]:  S. Veseli: Multidimensional integration in a heterogeneous
      network environment; FERMILAB-PUB-97/271-T; physics/9710017

[7]:  R. Kreckel: Addendum: Parallelization of adaptive MC integrators,
      (Available via anonymous ftp from ftpthep.physik.uni-mainz.de in 
      the directory /pub/pvegas/.)

[8]:  MPI-Forum: MPI: A Message-Passing Interface Standard, University
      of Tennessee, Knoxville, Tennessee, (1995)

[9]:  T. Ohl: Vegas Revisited: Adaptive Monte Carlo Integration Beyond 
      Factorization; hep-ph/9806432