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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);
}
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