URL:
<http://savannah.gnu.org/bugs/?44612>
Summary: Bug in vegas.c
Project: GNU Scientific Library
Submitted by: psa
Submitted on: Mon 23 Mar 2015 08:21:35 PM GMT
Category: Runtime error
Severity: 3 - Normal
Operating System:
Status: None
Assigned to: None
Open/Closed: Open
Release:
Discussion Lock: Any
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Details:
>From diazona =at= ellipsix =dot= net
I'm fairly sure I've identified a small bug in the VEGAS implementation: in
lines 280-283 of vegas.c on the master branch,
if (var > 0) { wgt = 1.0 / var; }
very small but nonzero values of var (like 1e-322) will cause wgt to be set
to inf, and that in turn causes gsl_monte_vegas_integrate to return nan.
The logical fix seems to be to treat any value of var satisfying
1.0/var==inf as zero, i.e.
- if (var > 0)
+ if (var > 0 && gsl_finite(1.0 / var))
I don't know if that would break anything else, but I can't imagine how.
Thoughts?
I can send a proper patch file if desired (it's on my other computer).
David
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File Attachments:
-------------------------------------------------------
Date: Mon 23 Mar 2015 08:21:35 PM GMT Name: gsl_vegas_bug_demo.c Size: 2kB
By: psa
<http://savannah.gnu.org/bugs/download.php?file_id=33433>
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