Algorithm 906: elrint3d — A Three-Dimensional Nonadaptive Automatic Cubature Routine Using a Sequence of Embedded Lattice Rules. A three-dimensional automatic cubature routine, called elrint3d, is described and numerical results are presented that demonstrate its applicability across a wide range of domains and integrand types. The underlying algorithm is based on a 2s-copy lattice augmentation sequence, the seed lattice for which has been determined by exhaustive search based on optimization of index of merit and trigonometric degree of precision.

This software is also peer reviewed by journal TOMS.