Re: [Bug-gsl] Bug in vegas.c

[Patrick Alken]

Thanks for the report David. Do you have a simple program which
demonstrates the bug?

Patrick

On 03/21/2015 01:59 AM, David Zaslavsky wrote:
> I'm fairly sure I've identified a small bug in the VEGAS implementation: in
> lines 280-283 of vegas.c on the master branch,
> 
>     if (var > 0) { wgt = 1.0 / var; }
> 
> very small but nonzero values of var (like 1e-322) will cause wgt to be set
> to inf, and that in turn causes gsl_monte_vegas_integrate to return nan.
> The logical fix seems to be to treat any value of var satisfying
> 1.0/var==inf as zero, i.e.
> 
> -    if (var > 0)
> +    if (var > 0 && gsl_finite(1.0 / var))
> 
> I don't know if that would break anything else, but I can't imagine how.
> Thoughts?
> 
> I can send a proper patch file if desired (it's on my other computer).
> 
> :) David
>