Thought I would post this on the help list before reporting this as a bug. I'm writing an integration package which calculates N dimensional integrals on infinite intervals using the GSL Monte Carlo functions. I'm using tan(pi/2 x) to transform the integral to the (0,1) domain. For different functions, I've seen negative values for the chi/dof values. This is a reproducer integrating a gaussian on (0,+inf) that follows the sample code found in the GSL manual where I've seen this problem on both a Mac ( 10.4.11, Intel ) and a Linux machine (AMD Operton 86x_64). Although the values differ on the two machines, at least 2-3 calls in the loop will return a negative value for chi/dof.
I searched through the bug list archives and I didn't see this reported. Is this a bug or am I doing something wrong here? Compile: gcc -o vegas.x gaussian_vegas.c -lgsl -lgslcblas -lm Output from the Mac After warm up ==================== result = 5.000000214E-01 est error = 3.714575544E-08 answer = 5.000000000E-01 true error = 2.136549626E-08 sigma = 0.575 chisq/dof = 0.648 result = 4.999999999E-01 sigma = 3.757398332E-10 chisq/dof = 0.000 result = 4.999999995E-01 sigma = 3.830138812E-10 chisq/dof = -64.000 result = 5.000000006E-01 sigma = 3.842008411E-10 chisq/dof = -64.000 result = 5.000000003E-01 sigma = 3.900425646E-10 chisq/dof = 64.000 result = 5.000000000E-01 sigma = 3.869444558E-10 chisq/dof = 64.000 result = 4.999999998E-01 sigma = 3.927335539E-10 chisq/dof = -64.000 result = 4.999999994E-01 sigma = 3.912789134E-10 chisq/dof = 0.000 result = 5.000000002E-01 sigma = 3.898697784E-10 chisq/dof = 0.000 result = 5.000000000E-01 sigma = 3.983946547E-10 chisq/dof = -64.000 result = 5.000000001E-01 sigma = 3.881925195E-10 chisq/dof = -64.000 Final results ==================== result = 5.000000001E-01 est error = 3.881925195E-10 answer = 5.000000000E-01 true error = 1.362355784E-10 sigma = 0.351 -- Lori A. Pritchett-Sheats, PhD. Technical Staff Member HPC-5, Integration Systems Phone: (505) 665-6675 Fax: (505) 664-0172 Snail Mail Los Alamos National Laboratory PO Box 1663 MS T080 Los Alamos, New Mexico 87544
gaussian_vegas.c
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