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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 // Constructors, assignment etc
30 bool verbose = false);
32
33 bool checkLimits() const override;
34 double integral(const double *yvec = nullptr) override;
35
37 double vegas(Stage stage, UInt_t calls, UInt_t iterations, double *absError = nullptr);
38
39 double getAlpha() const { return _alpha; }
40 void setAlpha(double alpha) { _alpha = alpha; }
41
42 GeneratorType getGenType() const { return _genType; }
44
45 const RooGrid &grid() const { return _grid; }
46
47protected:
48 friend class RooNumIntFactory;
49 static void registerIntegrator(RooNumIntFactory &fact);
50
51 mutable RooGrid _grid; // Sampling grid definition
52
53 // control variables
54 bool _verbose; ///< Verbosity control
55 double _alpha; ///< Grid stiffness parameter
56 Int_t _mode; ///< Sampling mode
57 GeneratorType _genType; ///< Generator type
58 Int_t _nRefineIter; ///< Number of refinement iterations
59 Int_t _nRefinePerDim; ///< Number of refinement samplings (per dim)
60 Int_t _nIntegratePerDim; ///< Number of integration samplings (per dim)
61
62 TStopwatch _timer; ///< Timer
63
65 _sigma; ///< Scratch variables preserved between calls to vegas1/2/2
66 UInt_t _it_start, _it_num, _samples, _calls_per_box; ///< Scratch variables preserved between calls to vegas1/2/2
67};
68
69#endif
RooAbsReal & function()
int Int_t
Definition RtypesCore.h:45
unsigned int UInt_t
Definition RtypesCore.h:46
Option_t Option_t TPoint TPoint const char mode
Option_t Option_t TPoint TPoint const char GetTextMagnitude GetFillStyle GetLineColor GetLineWidth GetMarkerStyle GetTextAlign GetTextColor GetTextSize void char Point_t Rectangle_t WindowAttributes_t Float_t Float_t Float_t Int_t Int_t UInt_t UInt_t Rectangle_t Int_t Int_t Window_t TString Int_t GCValues_t GetPrimarySelectionOwner GetDisplay GetScreen GetColormap GetNativeEvent const char const char dpyName wid window const char font_name cursor keysym reg const char only_if_exist regb h Point_t winding char text const char depth char const char Int_t count const char ColorStruct_t color const char Pixmap_t Pixmap_t PictureAttributes_t attr const char char ret_data h unsigned char height h Atom_t Int_t ULong_t ULong_t unsigned char prop_list Atom_t Atom_t Atom_t Time_t type
Abstract interface for evaluating a real-valued function of one real variable and performing numerica...
Definition RooAbsFunc.h:27
GeneratorType _genType
Generator type.
static void registerIntegrator(RooNumIntFactory &fact)
This function registers class RooMCIntegrator, its configuration options and its capabilities with Ro...
TStopwatch _timer
Timer.
Int_t _nIntegratePerDim
Number of integration samplings (per dim)
RooMCIntegrator(const RooAbsFunc &function, SamplingMode mode=Importance, GeneratorType genType=QuasiRandom, bool verbose=false)
Construct an integrator over 'function' with given sampling mode and generator type.
friend class RooNumIntFactory
const RooGrid & grid() const
bool checkLimits() const override
Check if we can integrate over the current domain.
double _sigma
Scratch variables preserved between calls to vegas1/2/2.
GeneratorType getGenType() const
double vegas(Stage stage, UInt_t calls, UInt_t iterations, double *absError=nullptr)
Perform one step of Monte Carlo integration using the specified number of iterations with (approximat...
void setGenType(GeneratorType type)
bool _verbose
Verbosity control.
double getAlpha() const
Int_t _mode
Sampling mode.
Int_t _nRefinePerDim
Number of refinement samplings (per dim)
double _alpha
Grid stiffness parameter.
void setAlpha(double alpha)
UInt_t _calls_per_box
Scratch variables preserved between calls to vegas1/2/2.
Int_t _nRefineIter
Number of refinement iterations.
double integral(const double *yvec=nullptr) override
Evaluate the integral using a fixed number of calls to evaluate the integrand equal to about 10k per ...
Holds the configuration parameters of the various numeric integrators used by RooRealIntegral.
Stopwatch class.
Definition TStopwatch.h:28