At Tue, 7 Oct 2008 09:55:06 -0600 (MDT), L. A. Pritchett-Sheats wrote: > I'm writing an integration package which calculates N dimensional > integrals on infinite intervals using the GSL Monte Carlo functions. I'm > using tan(pi/2 x) to transform the integral to the (0,1) domain. For > different functions, I've seen negative values for the chi/dof values. > This is a reproducer integrating a gaussian on (0,+inf) that follows the > sample code found in the GSL manual where I've seen this problem on both a > Mac ( 10.4.11, Intel ) and a Linux machine (AMD Operton 86x_64). Although > the values differ on the two machines, at least 2-3 calls in the loop will > return a negative value for chi/dof.
This will be fixed in the next release. The original vegas code computed the chi-squared using a <x^2>-<x>^2 type formula, so it suffered loss of precision when the relative errors were below O(1e-8) Thanks for the bug report. -- Brian Gough GNU Scientific Library - http://www.gnu.org/software/gsl/ _______________________________________________ Bug-gsl mailing list [email protected] http://lists.gnu.org/mailman/listinfo/bug-gsl
