1 files changed, 70 insertions, 0 deletions
diff --git a/gsl-1.9/monte/test_main.c b/gsl-1.9/monte/test_main.c
new file mode 100644
index 0000000..d35f357
--- /dev/null
+++ b/gsl-1.9/monte/test_main.c
@@ -0,0 +1,70 @@
+for (I = problems ; I->f != 0; I++) 
+{
+  size_t i;
+  double sum = 0, mean, sumd2 = 0, sd, res, err; 
+  
+  gsl_rng * r;
+
+  if (I->dim > 3)
+    {
+      continue ;
+    }
+
+  r = gsl_rng_alloc (gsl_rng_default);
+
+  for (i = 0; i < TRIALS ; i++)
+    {
+      MONTE_STATE *s = MONTE_ALLOC (I->dim);
+      
+      I->f->dim = I->dim;
+      
+      MONTE_INTEGRATE (I->f, I->xl, I->xu, 
+                       I->dim, I->calls / MONTE_SPEEDUP, r, s,
+                       &res, &err);
+      
+      gsl_test_abs (res, I->expected_result, 
+                    5 * GSL_MAX(err, 1024*GSL_DBL_EPSILON), 
+                    NAME ", %s, result[%d]", I->description, i);
+
+      MONTE_ERROR_TEST (err, I->expected_error);
+
+      result[i] = res;
+      error[i] = err;
+      
+      MONTE_FREE (s);
+    }
+
+ for (i = 0; i < TRIALS; i++)
+   {
+     sum += result[i];
+   }
+
+ mean = sum / TRIALS ;
+
+ for (i = 0; i < TRIALS; i++) 
+   {
+     sumd2 += pow(result[i] - mean, 2.0);
+   }
+
+ sd = sqrt(sumd2 / (TRIALS-1.0)) ;
+ 
+ if (sd < TRIALS * GSL_DBL_EPSILON * fabs (mean))
+   {
+     sd = 0;
+   }
+
+ for (i = 0; i < TRIALS; i++)
+   {
+     if (sd == 0 && fabs(error[i]) < GSL_DBL_EPSILON * fabs(result[i]))
+       {
+         error[i] = 0.0;
+       }
+
+     gsl_test_factor (error[i], sd, 5.0,
+                      NAME ", %s, abserr[%d] vs sd", I->description, i);
+   }
+
+
+  gsl_rng_free (r);
+}
+