[Top][All Lists]

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[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??
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

reply via email to

[Prev in Thread] Current Thread [Next in Thread]