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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??
---------

`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
address@hidden

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**[Help-gsl] gsl_monte_vegas_integrate**,
*Tommy Nordgren* **<=**