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About Guaranteed Automatic Integration Library (GAIL)

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GAIL is a suite of algorithms for integration problems in one and many dimensions, and whose answers are guaranteed to be correct.

GAIL is created, developed, and maintained by Fred Hickernell (Illinois Institute of Technology), Sou-Cheng Choi (IIT), and their collaborators including Yuhan Ding (IIT), Lan Jiang (Compass), Da Li (IIT alumni), Jiazhen Lu (IIT alumni), Jagadeeswaran Rathinavel (IIT alumni), Lluís Antoni Jiménez Rugama (UBS), Xin Tong (UIC), Kan Zhang (IIT), Yizhi Zhang (Jamran International), Xiaoyang Zhao (Chicago Institute of Investment), and Xuan Zhou (J.P. Morgan). It is a free software and could be downloaded via the link below.

To download the latest version of GAIL, follow one of the links below to:

            Get zip file              OR      run the MATLAB installation script

To view the user guide, please see here.

News

If you find GAIL helpful in your work, please support us by citing the following papers and software.

Free GAIL Software

Papers and Reports

2019

2018

2017

2016

2015

2014

Courses and Notes

Sou-Cheng T. Choi and Fred J. Hickernell, IIT MATH-573 Reliable Mathematical Software [Course Slides], Illinois Institute of Technology, Chicago, IL, 2013. (slides)

Presentations and Slides

2019

2018

2017

2016

2015

2014

2013

2012

2011

Events of Interest

For Help

To Help

The GAIL routines come with comprehensive online documentation and their implementation is driven by rigorous unit tests. If you would like to contribute to the software development or documentation of the library, please contact gail-users@googlegroups.com

Acknowledgement

Our work was supported in part by

We thank the contributions of Aleksei Sorokin, Noah Grudowski, Francisco Hernandez, Cu Hauw Hung, Yueyi Li, Xincheng Sheng, Xiaoyang Zhao, Tianci Zhu, and the IIT classes of SCI 498 Adaptive Monte Carlo Algorithms with Applications to Financial Risk Management, Summer 2016; MATH 491 Reading & Research, Summer 2015; SCI 498/MATH 491 Computational Social Sciences, Summer 2016; MATH 491-195 Solving Problems in the Social Sciences Using Tools from Computational Mathematics and Statistics, Summer 2015; Math 573 Reliable Mathematical Software, Fall 2013.