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[Help-gsl] Re: Monte Carlo Integration

From: Dominik Dell
Subject: [Help-gsl] Re: Monte Carlo Integration
Date: Thu, 29 Apr 2004 13:42:11 +0200 (CEST)

I had the same problem. I had to integrate a function with non-constant 
limits via GSL vegas.
The solution actually is very simple. It is variable transformation. I 
know that I am not the first to mention that but the point is that there 
is no need to transform the integral to polar coordinates. In more 
complicated cases this might not work.
You can always transform your integral the way that you obtain constant 
limits, say [0,1]. In fact this is quite easy. You should do so to solve 
your problem. The function might then look more complicated but of course 
that doesn't matter for numerical integration.
Dominik Dell

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