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); }