gsl-shell.git - gsl-shell

diff --git a/monte-vegas.lua b/monte-vegas.lua
index 0cca6370..3f8575ec 100644
--- a/monte-vegas.lua
+++ b/monte-vegas.lua

@@ -337,6 +337,7 @@ end

-- @return result the result of the integration

-- @return sigma the estimated error or standard deviation

-- @return num_int the number of runs required to calculate the integral

+-- @return run function to compute the integral again via run(calls)

local function monte_vegas(f, a, b, calls, r, chidev)

calls = calls or 5e5

local rget = r and function() return r:get() end or random

@@ -349,15 +350,21 @@ local function monte_vegas(f, a, b, calls, r, chidev)

state:clear_stage1() -- clear results

state:rebin_stage2(1e4) -- intialise grid for 1e4 calls

local result,sigma = state:integrate(f,a,rget)

- local n = 0

+ local n

-- full (stage 1)

- repeat

- state:clear_stage1() -- forget previous results, but not the grid

- state:rebin_stage2(calls/state.iterations) -- initialise grid for calls/iterations calls

- result,sigma = state:integrate(f,a,rget)

- n=n+1

- until abs(state.chisq - 1) < chidev

- return result, sigma, n

+ local run = function (c)

+ calls = c or calls

+ n=0

+ repeat

+ state:clear_stage1() -- forget previous results, but not the grid

+ state:rebin_stage2(calls/state.iterations) -- initialise grid for calls/iterations calls

+ result,sigma = state:integrate(f,a,rget)

+ n=n+1

+ until abs(state.chisq - 1) < chidev

+ return result,sigma,n

+ end

+ result, sigma, n = run(calls)

+ return result, sigma, n, run

end

return monte_vegas