20 February 2012 11:02:00 PM TESTPACK C version Call MULTST, which can test a routine that is designed to estimate multidimensional integrals, by numerical quadrature. The routine to be tested here is called ADAPT. The test integrands are Genz's standard set. MULTST, ADAPT and the test integrands were written in FORTRAN77 by Alan Genz. Test results with 20 samples per test. Difficulty levels 110 600 600 100 150 100 Exponents 1.5 2 2 1 2 2 Requested digits = 6 Maximum values = 10000 ADAPT tests, variable results with confidence 0.958611 Vari- Integrand Correct digits Relia- Wrong Integrand Quality Total ables Estimated Actual bility Digits Values Fails 2 Oscillatory 1.2 2.8 7.1 8.6 1 0 0 9979 9979 2.94 19 2 Product Peak 4.6 5 6.3 7.1 1 0 0 9979 9979 4.69 19 2 Corner Peak 6 6 9.5 9.7 1 0 0 7327 8959 8.19 0 2 Gaussian 6 6 6.7 7.7 0.9 0 0 5389 8483 6.54 0 2 C0 Function 5.2 5.9 5.6 6.9 0.65 0 0.29 9979 9979 5.06 15 2 Discontinuous 6 6 3.4 6.6 0.4 0 2.6 5253 9503 4.63 5 2 Medians 5.6 5.9 5.6 7.4 0.95 0 0 8653 9741 4.87 3 Oscillatory 2.2 3.4 4.2 7.1 1 0 0 9933 9933 2.19 20 3 Product Peak 2.3 2.7 2.7 3.8 0.85 0 0 9933 9933 1.73 20 3 Corner Peak 4.5 5.1 5 5.3 0.95 0 0 9933 9933 3.76 20 3 Gaussian 3.5 4.1 4.9 5.6 1 0 0 9933 9933 3.25 19 3 C0 Function 3 3.6 3.6 4.1 0.8 0 0 9933 9933 2.26 20 3 Discontinuous 4.3 5.7 2.8 6 0.45 0 2.5 9933 9933 2.74 15 3 Medians 3.3 3.9 3.3 5.5 0.9 0 0 9933 9933 2.5 4 Oscillatory 2.4 3.5 5.1 6 1 0 0 9861 9861 2.82 20 4 Product Peak 1.8 2.3 2.3 3.7 1 0 0 9861 9861 1.43 20 4 Corner Peak 2.7 3 3.8 4 1 0 0 9861 9861 2.01 20 4 Gaussian 2.8 3.7 3.8 4.6 1 0 0 9861 9861 2.32 20 4 C0 Function 2.4 2.7 2.9 3.5 0.9 0 0 9861 9861 1.57 20 4 Discontinuous 4.3 5.5 3 4.3 0.35 0 2.5 9861 9861 2.37 17 4 Medians 2.6 3.3 2.6 4.1 1 0 0 9861 9861 2.16 6 Oscillatory 3.9 4.2 6.9 7.4 1 0 0 9685 9685 4.54 20 6 Product Peak 2.3 2.5 3.7 4.3 1 0 0 9685 9685 1.8 20 6 Corner Peak 1.4 1.6 2.9 3.2 1 0 0 9685 9685 1.06 20 6 Gaussian 2.4 2.7 3.4 4 1 0 0 9685 9685 1.78 20 6 C0 Function 2.2 2.6 2.7 3.3 0.85 0 0 9685 9685 1.49 20 6 Discontinuous 2.8 3.3 2.8 3.6 0.75 0 0 9685 9685 1.88 17 6 Medians 2.3 2.7 2.3 3.8 1 0 0 9685 9685 1.79 8 Oscillatory 4.6 4.8 7.5 7.7 1 0 0 9223 9223 5.35 20 8 Product Peak 2.8 3.2 4.5 4.9 1 0 0 9223 9223 2.55 20 8 Corner Peak 0.92 1 2 2.3 1 0 0 9223 9223 0.679 20 8 Gaussian 2.2 2.4 3.5 4.2 1 0 0 9223 9223 1.7 20 8 C0 Function 2.4 2.7 2.7 3.2 0.8 0 0 9223 9223 1.5 20 8 Discontinuous 1.4 2 2 2.4 0.8 0 0 9223 9223 0.935 19 8 Medians 2.3 2.5 2.3 3.7 1 0 0 9223 9223 1.6 ADAPT Test integrand medians for variables 2 3 4 6 8 Integrand Correct digits Relia- Wrong Integrand Quality Estimated Actual bility digits Values Oscillatory 2.4 3.5 6.9 7.4 1 0 0 9861 9861 2.94 19 Product Peak 2.3 2.7 3.7 4.3 1 0 0 9861 9861 1.8 19 Corner Peak 2.7 3 3.8 4 1 0 0 9685 9685 2.01 19 Gaussian 2.8 3.7 3.8 4.6 1 0 0 9685 9685 2.32 19 C0 Function 2.4 2.7 2.9 3.5 0.8 0 0 9861 9861 1.57 19 Discontinuous 4.3 5.5 2.8 4.3 0.45 0 2.5 9685 9685 2.37 19 Global medians 2.6 3.3 3.7 4.3 1 0 0 9773 9773 2.16 19 TESTPACK Normal end of execution 20 February 2012 11:02:01 PM