[Top][All Lists]

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
## Re: [Help-gsl] Monte carlo integration

**From**: |
Brian Gough |

**Subject**: |
Re: [Help-gsl] Monte carlo integration |

**Date**: |
Thu, 22 Apr 2004 10:59:58 +0100 |

Sergio Dominguez writes:
>* The integral would be something like*
>* \int_A1 \int_A2 exp(-a*l) dA1 dA2*
>* where both areas are delimited by the unit circle and l is the*
>* distance between both differentials of Area (a=paramter).*
>* *
>* I thought about setting as limits [-1,1],[-1,1] and then when doing*
>* gsl_monte_miser_integrate (&G, xl, xu, 3, calls, r, s,&res, &err);*
>* Pass in r a random generator that will only generate points inside*
>* the circle, but I am not very sure of how legal is this.*
Transform the integral (e.g. to polar coordinates)
or,
use the unit square [-1,1] [-1,1] but make your function return 0
outside the unit circle (slightly inefficient but easy to implement).
--
Brian Gough
Network Theory Ltd,
Publishing Free Software Manuals --- http://www.network-theory.co.uk/