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## [Bug-gsl] Re: [Help-gsl] Negative chi squared value in MC Vegas

**From**: |
Brian Gough |

**Subject**: |
[Bug-gsl] Re: [Help-gsl] Negative chi squared value in MC Vegas |

**Date**: |
Thu, 20 Nov 2008 22:12:00 +0000 |

**User-agent**: |
Wanderlust/2.14.0 (Africa) Emacs/22.2 Mule/5.0 (SAKAKI) |

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/

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**[Bug-gsl] Re: [Help-gsl] Negative chi squared value in MC Vegas**,
*Brian Gough* **<=**