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[Help-gsl] On bug #14 - qagil

From: Maurice Leutenegger
Subject: [Help-gsl] On bug #14 - qagil
Date: Thu, 27 Jan 2005 02:31:42 -0500 (EST)


I have written a function which uses qags to perform an integration.
I am getting an error under certain conditions:

gsl: qags.c:558: ERROR: roundoff error detected in the extrapolation table
Default GSL error handler invoked.

This looks to me like it may be related to Bug #14 in the BUGS.gz file
accompanying the latest GSL release:

BUG#14 -- qagil

The extrapolation used in qags gives negative results when integrating
the small tails of probability distributions using qagil, even though
each individual term in the sequence is positive and increasing (!).
This is a feature of the original quadpack and appears to be due to
the extrapolation algorithm, which should probably be tweaked to avoid
this undesirable behavior.

I have a few questions:

Am I correct? Is this the bug I'm seeing?

If not, do you have any idea what's going on?

If so, are there plans to fix it? Workarounds?

thanks a lot,


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