class ROOT::Math::GSLMCIntegrator: public ROOT::Math::VirtualIntegratorMultiDim



    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.

    <A HREF="http://www.gnu.org/software/gsl/manual/gsl-ref_16.html#SEC248">GSL Manual</A>.

    It implements also the interface ROOT::Math::VirtualIntegratorMultiDim so it can be
    instantiate using the plugin manager (plugin name is "GSLMCIntegrator")

    @ingroup MCIntegration

Function Members (Methods)

public:

virtual	~GSLMCIntegrator()
double	ChiSqr()
virtual double	Error() const
ROOT::Math::GSLMCIntegrator	GSLMCIntegrator(ROOT::Math::IntegrationMultiDim::Type type = MCIntegration::VEGAS, double absTol = 1.E-6, double relTol = 1E-4, unsigned int calls = 500000)
ROOT::Math::GSLMCIntegrator	GSLMCIntegrator(const char* type, double absTol, double relTol, unsigned int calls)
virtual double	Integral(const double* a, const double* b)
double	Integral(const ROOT::Math::GSLMCIntegrator::GSLMonteFuncPointer& f, unsigned int dim, double* a, double* b, void* p = 0)
virtual double	Result() const
virtual void	SetAbsTolerance(double absTolerance)
virtual void	SetFunction(const ROOT::Math::IMultiGenFunction& f)
void	SetFunction(ROOT::Math::GSLMCIntegrator::GSLMonteFuncPointer f, unsigned int dim, void* p = 0)
void	SetGenerator(ROOT::Math::GSLRngWrapper* r)
void	SetMode(ROOT::Math::MCIntegration::Mode mode)
void	SetParameters(const ROOT::Math::VegasParameters& p)
void	SetParameters(const ROOT::Math::MiserParameters& p)
virtual void	SetRelTolerance(double relTolerance)
void	SetType(ROOT::Math::IntegrationMultiDim::Type type)
double	Sigma()
virtual int	Status() const

protected:

bool	CheckFunction()
void	DoInitialize()

private:

ROOT::Math::GSLMCIntegrator	GSLMCIntegrator(const ROOT::Math::GSLMCIntegrator&)
ROOT::Math::GSLMCIntegrator&	operator=(const ROOT::Math::GSLMCIntegrator&)

Data Members

private:

double	fAbsTol
unsigned int	fCalls
unsigned int	fDim
double	fError
ROOT::Math::GSLMonteFunctionWrapper*	fFunction
ROOT::Math::MCIntegration::Mode	fMode
double	fRelTol
double	fResult
ROOT::Math::GSLRngWrapper*	fRng
int	fStatus
ROOT::Math::IntegrationMultiDim::Type	fType
ROOT::Math::GSLMCIntegrationWorkspace*	fWorkspace

Class Charts

Function documentation

GSLMCIntegrator(MCIntegration::Type type = MCIntegration::VEGAS, double absTol = 1.E-6, double relTol = 1E-4, unsigned int calls = 500000)

 constructors
 constructor of GSL MCIntegrator. VEGAS MC is set as default integration type

      @param type type of integration. The possible types are defined in the Integration::Type enumeration
      @param absTol desired absolute Error
      @param relTol desired relative Error
      @param calls maximum number of function calls

GSLMCIntegrator(const char * type, double absTol, double relTol, unsigned int calls)

 constructor of GSL MCIntegrator. VEGAS MC is set as default integration type

      @param type type of integration using a char * (required by plug-in manager)
      @param absTol desired absolute Error
      @param relTol desired relative Error
      @param calls maximum number of function calls

void SetFunction(const ROOT::Math::IMultiGenFunction& f)

 template methods for generic functors

         method to set the a generic integration function

          @param f integration function. The function type must implement the assigment operator, <em>  double  operator() (  double  x ) </em>

double Integral(const ROOT::Math::GSLMCIntegrator::GSLMonteFuncPointer& f, unsigned int dim, double* a, double* b, void* p = 0)

 methods using GSLMonteFuncPointer

         evaluate the Integral of a function f over the defined hypercube (a,b)
       @param f integration function. The function type must implement the mathlib::IGenFunction interface
       @param a lower value of the integration interval
       @param b upper value of the integration interval

double Result()

 to be added later
double Integral(const GSLMonteFuncPointer & f);
double Integral(GSLMonteFuncPointer f, void * p, double* a, double* b);

         return the type of the integration used

MCIntegration::Type MCType() const;

         return  the Result of the last Integral calculation

void SetGenerator(ROOT::Math::GSLRngWrapper* r)

	 to be added later as options for basic MC methods
       The possible rules are defined in the Integration::GKRule enumeration.
       The integration rule can be modified only for ADAPTIVE type integrations

void SetIntegrationRule(Integration::GKRule );

	 set random number generator