bugGNU Scientific Library - Bugs: bug #44612, Bug in vegas.c

 
 

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bug #44612: Bug in vegas.c

Submitted by:  Patrick Alken <psa>
Submitted on:  Mon 23 Mar 2015 08:21:35 PM UTC  
 
Category: Runtime errorSeverity: 3 - Normal
Operating System: Status: None
Assigned to: NoneOpen/Closed: Open
Release: 

Mon 23 Mar 2015 08:21:35 PM UTC, original submission:

From diazona =at= ellipsix =dot= net

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

Patrick Alken <psa>
Project Administrator

 

Attached Files
file #33433:  gsl_vegas_bug_demo.c added by psa (2KiB - text/x-csrc)

 

Depends on the following items: None found

Items that depend on this one: None found

 

Carbon-Copy List
  • -unavailable- added by psa (Submitted the item)
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    Follows 1 latest change.

    Date Changed By Updated Field Previous Value => Replaced By
    Mon 23 Mar 2015 08:21:35 PM UTCpsaAttached File-=>Added gsl_vegas_bug_demo.c, #33433

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