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RooMCIntegrator.h
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1/*****************************************************************************
2 * Project: RooFit *
3 * Package: RooFitCore *
4 * File: $Id: RooMCIntegrator.h,v 1.15 2007/05/11 09:11:30 verkerke Exp $
5 * Authors: *
6 * WV, Wouter Verkerke, UC Santa Barbara, verkerke@slac.stanford.edu *
7 * DK, David Kirkby, UC Irvine, dkirkby@uci.edu *
8 * *
9 * Copyright (c) 2000-2005, Regents of the University of California *
10 * and Stanford University. All rights reserved. *
11 * *
12 * Redistribution and use in source and binary forms, *
13 * with or without modification, are permitted according to the terms *
14 * listed in LICENSE (http://roofit.sourceforge.net/license.txt) *
15 *****************************************************************************/
16#ifndef ROO_MC_INTEGRATOR
17#define ROO_MC_INTEGRATOR
18
19#include "RooAbsIntegrator.h"
20#include "RooGrid.h"
21#include "RooNumIntConfig.h"
22#include "TStopwatch.h"
23
25public:
26
27 // Constructors, assignment etc
33 RooMCIntegrator(const RooAbsFunc& function, const RooNumIntConfig& config);
34 virtual RooAbsIntegrator* clone(const RooAbsFunc& function, const RooNumIntConfig& config) const ;
35 virtual ~RooMCIntegrator();
36
37 virtual Bool_t checkLimits() const;
38 virtual Double_t integral(const Double_t* yvec=0);
39
41 Double_t vegas(Stage stage, UInt_t calls, UInt_t iterations, Double_t *absError= 0);
42
43 Double_t getAlpha() const { return _alpha; }
44 void setAlpha(Double_t alpha) { _alpha= alpha; }
45
46 GeneratorType getGenType() const { return _genType; }
48
49 const RooGrid &grid() const { return _grid; }
50
51 virtual Bool_t canIntegrate1D() const { return kTRUE ; }
52 virtual Bool_t canIntegrate2D() const { return kTRUE ; }
53 virtual Bool_t canIntegrateND() const { return kTRUE ; }
54 virtual Bool_t canIntegrateOpenEnded() const { return kFALSE ; }
55
56protected:
57
58 friend class RooNumIntFactory ;
59 static void registerIntegrator(RooNumIntFactory& fact) ;
60
61 mutable RooGrid _grid; // Sampling grid definition
62
63 // control variables
64 Bool_t _verbose; // Verbosity control
65 Double_t _alpha; // Grid stiffness parameter
66 Int_t _mode; // Sampling mode
67 GeneratorType _genType; // Generator type
68 Int_t _nRefineIter ; // Number of refinement iterations
69 Int_t _nRefinePerDim ; // Number of refinement samplings (per dim)
70 Int_t _nIntegratePerDim ; // Number of integration samplings (per dim)
71
73
74 Double_t _jac,_wtd_int_sum,_sum_wgts,_chi_sum,_chisq,_result,_sigma; // Scratch variables preserved between calls to vegas1/2/2
75 UInt_t _it_start,_it_num,_samples,_calls_per_box; // Scratch variables preserved between calls to vegas1/2/2
76
77 ClassDef(RooMCIntegrator,0) // VEGAS based multi-dimensional numerical integration engine
78};
79
80#endif
int Int_t
Definition: CPyCppyy.h:43
unsigned int UInt_t
Definition: CPyCppyy.h:44
const Bool_t kFALSE
Definition: RtypesCore.h:101
bool Bool_t
Definition: RtypesCore.h:63
double Double_t
Definition: RtypesCore.h:59
const Bool_t kTRUE
Definition: RtypesCore.h:100
#define ClassDef(name, id)
Definition: Rtypes.h:325
int type
Definition: TGX11.cxx:121
Abstract interface for evaluating a real-valued function of one real variable and performing numerica...
Definition: RooAbsFunc.h:27
RooAbsIntegrator is the abstract interface for integrators of real-valued functions that implement th...
RooGrid is a utility class for RooMCIntegrator which implements an adaptive multi-dimensional Monte C...
Definition: RooGrid.h:24
RooMCIntegrator implements an adaptive multi-dimensional Monte Carlo numerical integration,...
GeneratorType _genType
virtual Bool_t canIntegrateOpenEnded() const
RooMCIntegrator()
Default constructor.
static void registerIntegrator(RooNumIntFactory &fact)
This function registers class RooMCIntegrator, its configuration options and its capabilities with Ro...
TStopwatch _timer
virtual Double_t integral(const Double_t *yvec=0)
Evaluate the integral using a fixed number of calls to evaluate the integrand equal to about 10k per ...
const RooGrid & grid() const
virtual ~RooMCIntegrator()
Destructor.
virtual Bool_t canIntegrate1D() const
GeneratorType getGenType() const
Double_t vegas(Stage stage, UInt_t calls, UInt_t iterations, Double_t *absError=0)
Perform one step of Monte Carlo integration using the specified number of iterations with (approximat...
void setGenType(GeneratorType type)
Double_t getAlpha() const
void setAlpha(Double_t alpha)
virtual RooAbsIntegrator * clone(const RooAbsFunc &function, const RooNumIntConfig &config) const
Return clone of this generator operating on given function with given configuration Needed to support...
virtual Bool_t checkLimits() const
Check if we can integrate over the current domain.
virtual Bool_t canIntegrate2D() const
Double_t _wtd_int_sum
virtual Bool_t canIntegrateND() const
RooNumIntConfig holds the configuration parameters of the various numeric integrators used by RooReal...
RooNumIntFactory is a factory to instantiate numeric integrators from a given function binding and a ...
Stopwatch class.
Definition: TStopwatch.h:28