GNU 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 |
Operating System: | Status: | None | |
Assigned to: | None | Open/Closed: | Open |
Release: |
Attached Files
Depends on the following items: None found
Items that depend on this one: None found
Carbon-Copy List
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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Corresponding source code
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