2009-07-25 Brian Gough <bjg@network-theory.co.uk>
* vegas.c (gsl_monte_vegas_params_get)
(gsl_monte_vegas_params_set): added get/set functions for params
(gsl_monte_vegas_chisq): added chisq accessor
* gsl_monte_vegas.h: added separate params struct
* miser.c (gsl_monte_miser_params_set)
(gsl_monte_miser_params_get): added get/set functions for params
* gsl_monte_miser.h: added separate params struct
2009-07-09 Brian Gough <bjg@network-theory.co.uk>
* vegas.c (gsl_monte_vegas_free): handle NULL argument in free
* plain.c (gsl_monte_plain_free): handle NULL argument in free
* miser.c (gsl_monte_miser_free): handle NULL argument in free
2009-02-10 Brian Gough <bjg@network-theory.co.uk>
* vegas.c (gsl_monte_vegas_integrate): use gsl_pow_int to compute
tot_boxes, avoids potentially inaccurate pow functions (MinGW).
2008-11-20 Brian Gough <bjg@network-theory.co.uk>
* vegas.c (gsl_monte_vegas_integrate): improve the chisq
calculation to avoid cancellation errors in the original
formula (fixes bug #24510)
* test.c (MONTE_ERROR_TEST): added test cases for negative chisq
in vegas
2008-07-03 Brian Gough <bjg@hp2.network-theory.co.uk>
* Makefile.am (INCLUDES): use top_srcdir instead of top_builddir
2008-04-26 Brian Gough <bjg@network-theory.co.uk>
* vegas.c (gsl_monte_vegas_integrate): compute running totals as
volatile double to prevent problems with excess precision, use
meaningful variable names for sum of squares, variance and sigma.
* test_main.c: compute the ensemble mean more accurately for the tests
* test.c: added a test for warm-start vegas, as well as cold-start
* miser.c (gsl_monte_miser_integrate): catch zero weights to avoid
division by zero
* test.c (main): added test for step-type function
2004-06-02 Brian Gough <bjg@network-theory.co.uk>
* test_main.c: handle the case where sd==0 && error[i] !=0 more
carefully
Mon Apr 23 13:23:47 2001 Brian Gough <bjg@network-theory.co.uk>
* test_main.c: removed unused status variable
Sat Jan 6 19:56:49 2001 Brian Gough <bjg@network-theory.co.uk>
* miser.c (gsl_monte_miser_free): fixed memory leak for s->hits_{r,l}
* vegas.c (gsl_monte_vegas_free): fixed memory leak for s->x
Fri Dec 22 21:43:04 2000 Brian Gough <bjg@network-theory.co.uk>
* miser.c: removed max-min estimation method for subvolumes. We
will use the standard variance method and try to use a sufficient
number of points to estimate the variance reliably.
Wed Dec 20 21:32:40 2000 Brian Gough <bjg@network-theory.co.uk>
* vegas.c: tidied up the algorithm, deal with cases of sigma = 0
explicitly.
Sat Dec 9 14:19:53 2000 Brian Gough <bjg@network-theory.co.uk>
* reorganization and clean up
Thu Nov 16 19:50:27 2000 Brian Gough <bjg@network-theory.co.uk>
* miser.c: rewrite to fix overflows and make calling conventions
consistent
* plain.c: rewrite to fix overflows and make calling conventions
consistent
Thu Oct 26 20:06:36 2000 Brian Gough <bjg@network-theory.co.uk>
* plain.c (gsl_monte_plain_integrate): integer factor
calls*(calls-1) used in numerical expression can easily overflow,
changed to calls*(calls-1.0).
Sat Oct 21 20:36:06 2000 Brian Gough <bjg@network-theory.co.uk>
* miser.c (gsl_monte_miser_integrate): fixed bug where hits_l was
used in place of hits_r
Tue Sep 19 19:16:37 2000 Brian Gough <bjg@network-theory.co.uk>
* plain.c (gsl_monte_plain_alloc): initialise check_done to avoid
warning about use of unitialised memory
* vegas.c (gsl_monte_vegas_alloc): as above
* miser.c (gsl_monte_miser_alloc): as above
* plain.c miser.c: removed use of sprintf for error messages
Wed May 31 19:50:19 2000 Brian Gough <bjg@network-theory.co.uk>
* miser_test.c (main): increased tolerances to allow tests to pass
with different compilers
Mon May 15 15:26:22 2000 Brian Gough <bjg@network-theory.co.uk>
* vegas_test.c (main): added gsl_ieee_env_setup() to allow change
of precision in tests
* miser_test.c (main): ditto
* plain_test.c (main): ditto
Fri Feb 26 14:49:56 1999 Brian Gough <bjg@netsci.freeserve.co.uk>
* Makefile.am: removed ..._LDFLAGS = -static since this is
specific to gcc
Wed Nov 18 10:59:56 1998 Brian Gough <bjg@vvv.lanl.gov>
* use standard headers templates_on.h and templates_off.h instead
of source.h
Tue Nov 17 16:49:12 1998 Brian Gough <bjg@vvv.lanl.gov>
* added #include <config.h> to all top-level source files
* plain.c (gsl_monte_plain_integrate): replaced myMAX by GSL_MAX
* utils.c: move macros around to avoid double definition
Fri Aug 14 10:12:06 1998 Brian Gough <bjg@vvv.lanl.gov>
* Makefile.am: I needed to add utils.h to libgslmonte_a_SOURCES to
get it to work with my automake
Thu Jul 30 17:31:29 1998 booth <booth@planck.pha.jhu.edu>
* gsl_monte_miser.h, miser.c:
Turn off the annoying warning in miser unless the user requests it.
Wed Jul 29 20:24:54 1998 bjg <bjg@vvv.lanl.gov>
* Makefile.am, Makefile.in: some fixes to pass make distcheck
* Makefile.am, Makefile.in:
experimenting with new top level makefile.am
Tue Jul 28 17:05:20 1998 booth <booth@planck.pha.jhu.edu>
* plain.c, vegas.c, miser.c:
make all the _free functions check their argument. Also, the init functions
now throw EFAULT if given a null pointer.
* gsl_monte_vegas.h, vegas.c:
vegas1, vegas2 and vegas3 all go away. Get them by setting the "stage"
variabe appropriately. Also, make _free check its argument.
* vegas.c, gsl_monte_vegas.h: minor cleanup prior to be change.
* vegas.c: minor changes, commiting by accident.
Mon Jul 27 22:52:49 1998 bjg <bjg@vvv.lanl.gov>
* Makefile.in, Makefile.am:
fixed some of the include requirements for make dist
Mon Jul 27 15:19:54 1998 booth <booth@planck.pha.jhu.edu>
* vegas_print.h, vegas_test.c, miser_test.c, vegas-print.c, vegas.c, Attic/gsl_vegas.h, Attic/gsl_vegas_print.h, gsl_monte_vegas.h, miser.c, Attic/gsl_miser.h, Makefile.am, Makefile.in, gsl_monte_miser.h:
Renamed public header files to follow convention correctly.
* vegas.c, vegas_test.c, miser.c, miser_test.c, plain.c, plain_test.c, Attic/gsl_miser.h, Attic/gsl_vegas.h, gsl_monte_plain.h:
All the integration functions now end with _integrate (except for
vegas1, vegas2 and vegas3 which are going away RSN).
Tue Jul 21 21:54:33 1998 booth <booth@planck.pha.jhu.edu>
* vegas.c, vegas-print.c, Attic/gsl_vegas_print.h, Attic/gsl_vegas.h:
trivial stuff: eliminate compiler warnings, eliminate some unneeded variables,
change some types to make consistent with plain and miser.
* gsl_monte_plain.h, plain.c, plain_test.c:
Make "plain" conform to same style as miser and vegas.
Fri Jul 17 02:23:40 1998 jungman <jungman@nnn.lanl.gov>
* Makefile.in: we're gonna make it...
Thu Jul 16 16:23:45 1998 booth <booth@planck.pha.jhu.edu>
* vegas-print.c, vegas.c, Attic/gsl_vegas_print.h:
Have now completely eliminated all static variables.
* vegas_test.c, vegas.c, Attic/gsl_vegas.h, Attic/gsl_vegas_print.h, vegas-print.c:
Continuing to remove all static variables from vegas.
Wed Jul 15 19:10:24 1998 booth <booth@planck.pha.jhu.edu>
* vegas.c, vegas_test.c, Attic/gsl_vegas.h:
Do the state-structure thing for vegas. Not finished, so far the only
real content is the rng structure.