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## [Help-gsl] Computing multiple integrals with GSL

**From**: |
Tommy Nordgren |

**Subject**: |
[Help-gsl] Computing multiple integrals with GSL |

**Date**: |
Sat, 29 Sep 2007 04:23:18 +0200 |

`I need to compute a complicated multiple integral for a large set of
``different parameters.
``The integral is over infinite space. I can solve the problem by using
``generalised (6 dimensions)
``Spherical Coordinates, which reduces the number of integration
``variables that go to infinity to the radius.
``Now I have a problem that can be integrated in five dimensions with
``Vegas, where the function integrated
`by Vegas is computed as a Fourier Integral along a radius vector.

`Since Vegas is a Monte Carlo method, it is certainly not profitable
``to compute the Fourier Integral to too
``high accuracy. I need to estimate, using a rough initial Vegas
``estimate of the integral, what absolute and relative accuracy
`I need to use in computing the Fourier Integral.

`In particular I need to estimate these as a function of the Accuracy
``I want in the final Vegas estimate of the integral.
`Any Ideas?
------

`What is a woman that you forsake her, and the hearth fire and the
``home acre,
``to go with the old grey Widow Maker. --Kipling, harp song of the
``Dane women
`Tommy Nordgren
address@hidden

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