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Re: [Help-gsl] is gsl_integration_workspace reusable?


From: Denes Molnar
Subject: Re: [Help-gsl] is gsl_integration_workspace reusable?
Date: Thu, 1 Dec 2011 17:24:27 -0500 (EST)
User-agent: Alpine 2.00 (DEB 1167 2008-08-23)

Rhys,

Unfortunately our 'test' code is 400-500 lines. We may be able to reduce it in the coming weeks. Apart from all the bells and whistles, the original code allocated a single workspace and then used that in a loop to compute billions of integrals (calls to gsl_integration_qags()) with stochastic parameters. The results were really strange (and wrong) until we changed the code to allocate a workspace for every single integration. I.e., all we did for the fix was adding one line before and after each gsl_integration_qags() call to allocate/free a workspace (maybe a dozen lines in total).

Denes

Email from Rhys Ulerich on Dec 1, 2011 at 9:59am:

Hi Denes,

On Wed, Nov 30, 2011 at 3:09 PM, Denes Molnar <address@hidden> wrote:
The documentation does not discuss whether gsl_integration_workspace is
reusable. Is it? For example, can one allocate a single workspace, and use
that to do two different integrations afterwards? Some of our tests with
gsl-1.14 indicate that the answer is 'no'.

Do you have some test code demonstrating that 'no' result?

- Rhys




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