diff options
Diffstat (limited to 'gsl-1.9/monte/TODO')
| -rw-r--r-- | gsl-1.9/monte/TODO | 25 |
1 files changed, 25 insertions, 0 deletions
diff --git a/gsl-1.9/monte/TODO b/gsl-1.9/monte/TODO new file mode 100644 index 0000000..29d2eb4 --- /dev/null +++ b/gsl-1.9/monte/TODO @@ -0,0 +1,25 @@ +* Add Lattice Method and Quasi-random Method to monte carlo integration + +* Fix the "No-points in left/right half space" error in miser. Random +errors like that are discouraged in a library. The routine should +iterate over the dimensions choosing a point on each side of the +bisection to ensure that the error does not occur. + +* VEGAS could estimate its roundoff error, caused by dividing up into +many boxes and then summing (I know this is ridiculous for any +realistic case, but it shows up on the tests when integrating a +constant!). In particular, there are some failures reported for the +VEGAS constant tests on Windows. + +* VEGAS gives a negative chisq for some cases where there are wildly +inconsistent values. Calculation should be improved so that chisq>=0. + +Also, when there are inconsistent values it might make sense to scale +the error by chisq, as is often done experimentally -- at least that +way the error would be increased. + +* The original VEGAS allowed to user to calculate other weighted +quantities. The appropriate way to implement it in GSL would be to +provide a separate routine which returns sample points and weights so +that the user can caculate any quantity. + |