c - Calculating several averages from a single Vegas Monte Carlo grid -


I am using Vegas (Value Sample) Monte Carlo Method, which is applicable in GSL library Evaluate the different parameters of i_i = int f (x) g_i (x) dx with different giI , but same f> 0 . Specifically, one of the g_i , g_0 is evenly called 1 , so its corresponding integral is that f . Any other I_i under g_i may be distributed more clearly, under the f distribution: 

  I_i / I_0 = (int f (x) g_i (x) dx) / (int f (x) dx) = & lt; G_i & gt; _f

The idea behind important sampling is to integrate according to its absolute value and accordingly, I wonder if integrating f It is possible to take advantage of a previously optimized customized grid (and valid) and after all G_I by setting the step = 3 option and in the call By changing GSL_Monet_Vegas_Integrate .


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