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
[EMAIL PROTECTED]
_______________________________________________
Help-gsl mailing list
[email protected]
http://lists.gnu.org/mailman/listinfo/help-gsl
