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

 
 

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bug #44612: Bug in vegas.c

Submitter:  Patrick Alken <psa>
Submitted:  Mon 23 Mar 2015 08:21:35 PM UTC
   
 
Category:  Runtime error Severity:  3 - Normal
Priority:  5 - Normal Operating System: 
Status:  None Assigned to:  None
Open/Closed:  Open Release: 

Discussion

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>
Group administrator

 

Attached Files

Attached Files
file #33433:  gsl_vegas_bug_demo.c added by psa (1.8KiB - text/x-csrc)

 

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    History

    Follows 1 latest change.

    Date Changed by Updated Field Previous Value => Replaced by
    2015-03-23 psa Attached File- Added gsl_vegas_bug_demo.c, #33433

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