for (I = problems ; I->f != 0; I++) { size_t i; double res, err; gsl_rng * r; if (I->dim > 3) { continue ; } r = gsl_rng_alloc (gsl_rng_default); for (i = 0; i < TRIALS ; i++) { MONTE_STATE *s = MONTE_ALLOC (I->dim); #ifdef MONTE_PARAMS MONTE_PARAMS params; #endif I->f->dim = I->dim; MONTE_INTEGRATE (I->f, I->xl, I->xu, I->dim, I->calls / MONTE_SPEEDUP, r, s, &res, &err); gsl_test_abs (res, I->expected_result, 5 * GSL_MAX(err, 1024*GSL_DBL_EPSILON), NAME ", %s, result[%d]", I->description, i); MONTE_ERROR_TEST (err, I->expected_error); result[i] = res; error[i] = err; MONTE_FREE (s); } /* Check the results for consistency as an ensemble */ { double mean = 0, sumd2 = 0, sd; /* We need to compute the mean exactly when all terms are equal, to get an exact zero for the standard deviation (this is a common case when integrating a constant). */ for (i = 0; i < TRIALS; i++) { mean += (result[i] - mean) / (i + 1.0); } for (i = 0; i < TRIALS; i++) { sumd2 += pow(result[i] - mean, 2.0); } sd = sqrt(sumd2 / (TRIALS-1.0)) ; for (i = 0; i < TRIALS; i++) { gsl_test_factor (error[i], sd, 5.0, NAME ", %s, abserr[%d] vs sd", I->description, i); } } gsl_rng_free (r); }