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## [Help-gsl] gsl_monte_vegas_integrate

 From: Tommy Nordgren Subject: [Help-gsl] gsl_monte_vegas_integrate Date: Wed, 27 Feb 2008 01:34:59 +0100

How accurately do I need to compute the integrand in a multiple integral to be estimated by the Vegas algorithm? The integrand is expensive to compute (a Fourier integral along a radius vector)
```in a 6-dimensional integral over infinite space.
```
My idea is to first compute the integral with a small number of points, and then use that first approximation to estimate suitable values for absolute and relative accuracy when doing the Fourier integration part of the problem. (Note: For my problem I'm using a 6-dimensional generalisation of Spherical Coordinates. This makes the interation region infinite in the Radius alone, which turns my problem into: For five angles: Integrate the value of the (Fourier integral along Radius Vector) with respect to the angles)
```
```
My basic problem is that I don't know enough about the Vegas algorithm to compute good esimates of
```how accurately I need to compute the Fourier Integrals.
Any ideas??
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See the amazing new SF reel: Invasion of the man eating cucumbers from outer space. On congratulations for a fantastic parody, the producer replies : "What parody?"
```
Tommy Nordgren