Quasi-Monte Carlo (QMC) methods have developed over several decades. With the explosion in computational science, there is a need for great software that implements QMC algorithms. We summarize the QMC software that has been developed to date, propose some criteria for developing great QMC software, and suggest some steps toward achieving great software. We illustrate these criteria and steps with the Quasi-Monte Carlo Python library (QMCPy), an open-source community software framework, extensible by design with common programming interfaces to an increasing number of existing or emerging QMC libraries developed by the greater community of QMC researchers.
翻译:准蒙特卡洛(QMC)方法经过数十年的发展。随着计算科学的爆发式增长,实现QMC算法的优秀软件需求日益迫切。本文总结了迄今为止开发的QMC软件,提出了开发优秀QMC软件的一些标准,并给出了实现优秀软件的相关步骤。我们通过准蒙特卡洛Python库(QMCPy)——一个开源社区软件框架,通过公共编程接口可扩展设计,以连接由广大QMC研究人员社区开发的日益增多的现有或新兴QMC库——来阐明这些标准和步骤。