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Optimizing function calls in GSL Vegas
- From: Tommy Nordgren <tommy dot nordgren at comhem dot se>
- To: gsl-discuss at sourceware dot org
- Date: Fri, 6 Jul 2007 13:28:38 +0200
- Subject: Optimizing function calls in GSL Vegas
I want to compute a complicated integral with Vegas. The integral is
6-dimensional, and have
a sinusoidal factor in a linear combination of the integration
variables. The integration variables vary
from negative to positive infinity. I can't solve this integral by
simply using a coordinate substitution
that will turn each integration range to a finite range, because then
the sinusoidal factor will become pathologial.
Instead, I use a generalized spherical coordinate transformation,
which will turn the integration interval into a
finite interval, for 5 of the integration variables, where the
function called by vegas is computed as a Fourier integral
with respect to the radial parameter.
My problem is choosing good heuristics, for estimating to what
relative and absolute accuracy to use as parameters
to the Fourier integral.
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"Home is not where you are born, but where your heart finds peace" -
Tommy Nordgren, "The dying old crone"
tommy.nordgren@comhem.se