![]() |
ROOT 6.10/09 Reference Guide |
Classes implementing method for Monte Carlo Integration.
Class for performing numerical integration of a multidimensional function. It uses the numerical integration algorithms of GSL, which reimplements the algorithms used in the QUADPACK, a numerical integration package written in Fortran.
Plain MC, MISER and VEGAS integration algorithms are supported for integration over finite (hypercubic) ranges.
It implements also the interface ROOT::Math::VirtualIntegratorMultiDim so it can be instantiate using the plugin manager (plugin name is "GSLMCIntegrator")
Classes | |
class | ROOT::Math::GSLMonteFunctionWrapper |
wrapper to a multi-dim function withtout derivatives for Monte Carlo multi-dimensional integration algorithm More... | |
struct | ROOT::Math::MiserParameters |
structures collecting parameters for MISER multidimensional integration More... | |
struct | ROOT::Math::VegasParameters |
structures collecting parameters for VEGAS multidimensional integration FOr implementation of default parameters see file mathmore/src/GSLMCIntegrationWorkspace.h More... | |
Typedefs | |
typedef double(* | ROOT::Math::GSLMonteFuncPointer) (double *, size_t, void *) |
Class for adapting any multi-dimension C++ functor class to C function pointers used by GSL MonteCarlo integration algorithms. More... | |
Enumerations | |
enum | ROOT::Math::IntegrationMultiDim::Type { ROOT::Math::IntegrationMultiDim::kDEFAULT = -1, ROOT::Math::IntegrationMultiDim::kADAPTIVE, ROOT::Math::IntegrationMultiDim::kVEGAS, ROOT::Math::IntegrationMultiDim::kMISER, ROOT::Math::IntegrationMultiDim::kPLAIN } |
enumeration specifying the integration types. More... | |
typedef double(* ROOT::Math::GSLMonteFuncPointer)(double *, size_t, void *) |
Class for adapting any multi-dimension C++ functor class to C function pointers used by GSL MonteCarlo integration algorithms.
The templated C++ function class must implement:
double operator( const double * x)
This class defines static methods with will be used to fill the gsl_monte_function used by GSL. See for examples the GSL online manual
Definition at line 56 of file GSLMonteFunctionAdapter.h.
enumeration specifying the integration types.
Enumerator | |
---|---|
kDEFAULT | |
kADAPTIVE | |
kVEGAS | |
kMISER | |
kPLAIN |
Definition at line 65 of file AllIntegrationTypes.h.