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[Help-gsl] Optimizing function for Vegas

From: Tommy Nordgren
Subject: [Help-gsl] Optimizing function for Vegas
Date: Sun, 14 Aug 2005 13:39:39 +0200

I've got a 5-dimensional Vegas integration problem, that must be solved for a large
set of bound parameters.
The function I need to integrate is computed with the routines
gsl_integration_qawo    and    gsl_intgration_qawf

The problem I'm faced with is making the function called by vegas much faster, since the current implementation requires 48 hours to complete for just 7
data sets.

The problem I'm trying to solve is a 6-dimensional integration over infinite space, Where the function to be integrated contains a complex exponential factor of a
linear combination of some of the integration variables.

"Home is not where you are born, but where your heart finds peace" -
Tommy Nordgren, "The dying old crone"

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