I've got a 5-dimensional Vegas integration problem, that must be
solved for a large
set of bound parameters.
The function I need to integrate is computed with the routines
gsl_integration_qawo and gsl_intgration_qawf
The problem I'm faced with is making the function called by vegas
much faster,
since the current implementation requires 48 hours to complete for
just 7
data sets.
The problem I'm trying to solve is a 6-dimensional integration over
infinite space,
Where the function to be integrated contains a complex exponential
factor of a
linear combination of some of the integration variables.
"Home is not where you are born, but where your heart finds peace" -
Tommy Nordgren, "The dying old crone"
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