Running out of memory to calculate multi-dimensional integral

moneta · October 27, 2023, 8:10am

Hi,

The adaptive integrator multi-dim is designed to work for low dimensions (e.g. 2,3,4), and not really for higher like 6. You can try to use the MC integrator based for example on VEGAS, it should use less memory and work better in this case. See the example code here:

github.com

root-project/root/blob/master/math/mathmore/test/testMCIntegration.cxx

// test of multidimentional Integration
// Calculates an integral of a function
// in 2,3,..., 8 dimensions
// by using adaptive Genz Malik cubature
// and MonteCarlo methods:
// --PLAIN
// --VEGAS
// --MISER
//
// from
// IntegratorMultiDim class
// and GSLMCIntegrator class
//
// Compares time performance
// for different dimensions
// draws a graph
//
// Author: Magdalena Slawinska
//

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However, the fact that is running out of memory is due to a massive memory leak in your code. You are
creating for each function evaluation TGraph and TF1 objects without deleting them. I would recommend to create these objects outside the function evaluation code, and re-use them every time you need to compute the function f(x).

Best regards

Lorenzo