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Re: [Help-gsl] integration

From: Brian Gough
Subject: Re: [Help-gsl] integration
Date: Fri, 05 Dec 2008 17:23:58 +0000
User-agent: Wanderlust/2.14.0 (Africa) Emacs/22.2 Mule/5.0 (SAKAKI)

At Thu, 4 Dec 2008 08:16:38 -0800 (PST),
ghadir mohammadkhani wrote:
> I want to integrate with Monte-Carlo method, but the limits of
> integration aren't independent, for example in integral \int
> f(x,y,z)dx dy dz, x goes from -2 to 2 , y varies from -(2-x*x)^(0.5)
> until (2-x*x)^(0.5), the lower and upper limits in z are,
> respectively -(2-x*x-y*y)^(0.5) and (2-x*x-y*y)^(0.5). I don't know
> that how must change my program, i.e in the main of the example
> program with the Monte-Carlo routine, double xl[3] = { , , } and
> double xu[3] = { , , } how must be modified?


Where possible, make a change of variables (analytically) so that the
limits of the new coordinates are independent.

Brian Gough
(GSL Maintainer)

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