Logo ROOT   6.19/01
Reference Guide
GSLMCIntegrationWorkspace.h
Go to the documentation of this file.
1 // @(#)root/mathmore:$Id$
2 // Author: Magdalena Slawinska 08/2007
3 
4  /**********************************************************************
5  * *
6  * Copyright (c) 2007 ROOT Foundation, CERN/PH-SFT *
7  * *
8  * This library is free software; you can redistribute it and/or *
9  * modify it under the terms of the GNU General Public License *
10  * as published by the Free Software Foundation; either version 2 *
11  * of the License, or (at your option) any later version. *
12  * *
13  * This library is distributed in the hope that it will be useful, *
14  * but WITHOUT ANY WARRANTY; without even the implied warranty of *
15  * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU *
16  * General Public License for more details. *
17  * *
18  * You should have received a copy of the GNU General Public License *
19  * along with this library (see file COPYING); if not, write *
20  * to the Free Software Foundation, Inc., 59 Temple Place, Suite *
21  * 330, Boston, MA 02111-1307 USA, or contact the author. *
22  * *
23  **********************************************************************/
24 
25 // Header file for class GSLIntegratorWorkspace
26 //
27 // Author: Magdalena Slawinska
28 //
29 
30 
31 
32 #ifndef ROOT_Math_GSLMCIntegrationWorkspace
33 #define ROOT_Math_GSLMCIntegrationWorkspace
34 
35 #include "gsl/gsl_math.h"
36 #include "gsl/gsl_monte.h"
37 #include "gsl/gsl_monte_vegas.h"
38 #include "gsl/gsl_monte_miser.h"
39 #include "gsl/gsl_monte_plain.h"
40 
41 #include "Math/MCParameters.h"
43 
44 namespace ROOT {
45 namespace Math {
46 
47 
48 
50 
51  public :
52 
54 
56 
57  virtual MCIntegration::Type Type() const = 0;
58 
59  virtual size_t NDim() const { return 0; }
60 
61  /// initialize the workspace creating the GSL pointer if it is not there
62  virtual bool Init(size_t dim) = 0;
63 
64  /// re-initialize an existing the workspace
65  virtual bool ReInit() = 0;
66 
67  /// free the workspace deleting the GSL pointer
68  virtual void Clear() {}
69 
70  /// retrieve option pointer corresponding to parameters
71  /// create a new object to be managed by the user
72  virtual ROOT::Math::IOptions * Options() const = 0;
73 
74  private:
75 
76 
77  };
78 
79  /**
80  workspace for VEGAS
81  */
83 
84  public :
85 
86  GSLVegasIntegrationWorkspace(size_t dim = 0) :
87  fWs(0)
88  {
89  if (dim > 0) Init(dim);
90  }
91 
92  bool Init(size_t dim) {
93  fWs = gsl_monte_vegas_alloc( dim);
94  if (fWs) SetVegasParameters();
95  return (fWs != 0);
96  }
97 
98  bool ReInit() {
99  // according to the code - reinit just reset default GSL values
100  if (!fWs) return false;
101  int iret = gsl_monte_vegas_init( fWs );
103  return (iret == 0);
104  }
105 
106  void Clear() {
107  if (fWs) gsl_monte_vegas_free( fWs);
108  fWs = 0;
109  }
110 
111  gsl_monte_vegas_state * GetWS() { return fWs; }
112 
113  void SetParameters(const struct VegasParameters &p) {
114  fParams = p;
115  if (fWs) SetVegasParameters();
116  }
117 
118  size_t NDim() const { return (fWs) ? fWs->dim : 0; }
119 
120  double Result() const { return (fWs) ? fWs->result : -1;}
121 
122  double Sigma() const { return (fWs) ? fWs->sigma : 0;}
123 
124  double Chisq() const { return (fWs) ? fWs->chisq: -1;}
125 
127 
128  const VegasParameters & Parameters() const { return fParams; }
130 
131  virtual ROOT::Math::IOptions * Options() const {
132  return fParams();
133  }
134 
135 
136  private:
137 
139  fWs->alpha = fParams.alpha;
140  fWs->iterations = fParams.iterations;
141  fWs->stage = fParams.stage;
142  fWs->mode = fParams.mode;
143  fWs->verbose = fParams.verbose;
144  }
145 
146 
147  gsl_monte_vegas_state * fWs;
149 
150  };
151 
152 
153  /**
154  Workspace for MISER
155  */
157 
158  public :
159 
161  fHaveNewParams(false),
162  fWs(0)
163  {
164  if (dim > 0) Init(dim);
165  }
166 
167 
168  bool Init(size_t dim) {
169  fWs = gsl_monte_miser_alloc( dim);
170  // need this to set parameters according to dimension
172  if (fWs) SetMiserParameters();
173  return (fWs != 0);
174  }
175 
176  bool ReInit() {
177  // according to the code - reinit just reset default GSL values
178  if (!fWs) return false;
179  int iret = gsl_monte_miser_init( fWs );
181  return (iret == 0);
182  }
183 
184  void Clear() {
185  if (fWs) gsl_monte_miser_free( fWs);
186  fWs = 0;
187  }
188 
189  gsl_monte_miser_state * GetWS() { return fWs; }
190 
192  fParams = p;
193  fHaveNewParams = true;
194  if (fWs) SetMiserParameters();
195  }
196 
197  size_t NDim() const { return (fWs) ? fWs->dim : 0; }
198 
200 
201 
202  const MiserParameters & Parameters() const { return fParams; }
204 
205  virtual ROOT::Math::IOptions * Options() const {
206  return fParams();
207  }
208 
209  private:
210 
212  {
213  fWs->estimate_frac = fParams.estimate_frac;
214  fWs->min_calls = fParams.min_calls;
215  fWs->min_calls_per_bisection = fParams.min_calls_per_bisection;
216  fWs->alpha = fParams.alpha;
217  fWs->dither = fParams.dither;
218  }
219 
220 
222  gsl_monte_miser_state * fWs;
224 
225  };
226 
227 
228 
229 
231 
232  public :
233 
235  fWs(0)
236  { }
237 
238  bool Init(size_t dim) {
239  fWs = gsl_monte_plain_alloc( dim);
240  // no parameter exists for plain
241  return (fWs != 0);
242  }
243 
244  bool ReInit() {
245  if (!fWs) return false;
246  int iret = gsl_monte_plain_init( fWs );
247  return (iret == GSL_SUCCESS);
248  }
249 
250  void Clear() {
251  if (fWs) gsl_monte_plain_free( fWs);
252  fWs = 0;
253  }
254 
255  gsl_monte_plain_state * GetWS() { return fWs; }
256 
257  //void SetParameters(const struct PlainParameters &p);
258 
260 
261  size_t NDim() const { return (fWs) ? fWs->dim : 0; }
262 
263  virtual ROOT::Math::IOptions * Options() const {
264  return 0;
265  }
266 
267 
268  private:
269 
270  gsl_monte_plain_state * fWs;
271 
272 
273  };
274 
275 
276 } // namespace Math
277 } // namespace ROOT
278 
279 
280 
281 
282 #endif /* ROOT_Math_GSLMCIntegrationWorkspace */
virtual ROOT::Math::IOptions * Options() const
retrieve option pointer corresponding to parameters create a new object to be managed by the user ...
bool ReInit()
re-initialize an existing the workspace
bool Init(size_t dim)
initialize the workspace creating the GSL pointer if it is not there
VSD Structures.
Definition: StringConv.hxx:21
Type
enumeration specifying the integration types.
virtual ROOT::Math::IOptions * Options() const
retrieve option pointer corresponding to parameters create a new object to be managed by the user ...
structures collecting parameters for MISER multidimensional integration
Definition: MCParameters.h:76
structures collecting parameters for VEGAS multidimensional integration FOr implementation of default...
Definition: MCParameters.h:45
void Clear()
free the workspace deleting the GSL pointer
void Clear()
free the workspace deleting the GSL pointer
bool Init(size_t dim)
initialize the workspace creating the GSL pointer if it is not there
void SetParameters(const struct VegasParameters &p)
void Clear()
free the workspace deleting the GSL pointer
bool Init(size_t dim)
initialize the workspace creating the GSL pointer if it is not there
virtual ROOT::Math::IOptions * Options() const =0
retrieve option pointer corresponding to parameters create a new object to be managed by the user ...
Namespace for new Math classes and functions.
Generic interface for defining configuration options of a numerical algorithm.
Definition: IOptions.h:30
virtual MCIntegration::Type Type() const =0
bool ReInit()
re-initialize an existing the workspace
virtual void Clear()
free the workspace deleting the GSL pointer
virtual bool ReInit()=0
re-initialize an existing the workspace
virtual bool Init(size_t dim)=0
initialize the workspace creating the GSL pointer if it is not there
virtual ROOT::Math::IOptions * Options() const
retrieve option pointer corresponding to parameters create a new object to be managed by the user ...
bool ReInit()
re-initialize an existing the workspace