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ROOT » MATH » MATHMORE » ROOT::Math::GSLMCIntegrator

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
virtual double	ROOT::Math::VirtualIntegrator::Error() const
ROOT::Math::GSLMCIntegrator	GSLMCIntegrator(ROOT::Math::IntegrationMultiDim::Type type = MCIntegration::kVEGAS, 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)
virtual double	ROOT::Math::VirtualIntegratorMultiDim::Integral(const double, const double)
double	Integral(const ROOT::Math::GSLMCIntegrator::GSLMonteFuncPointer& f, unsigned int dim, double* a, double* b, void* p = 0)
ROOT::Math::VirtualIntegratorMultiDim&	ROOT::Math::VirtualIntegratorMultiDim::operator=(const ROOT::Math::VirtualIntegratorMultiDim&)
ROOT::Math::VirtualIntegrator&	ROOT::Math::VirtualIntegrator::operator=(const ROOT::Math::VirtualIntegrator&)
virtual double	Result() const
virtual double	ROOT::Math::VirtualIntegrator::Result() const
virtual void	SetAbsTolerance(double absTolerance)
virtual void	ROOT::Math::VirtualIntegrator::SetAbsTolerance(double)
virtual void	SetFunction(const ROOT::Math::IMultiGenFunction& f)
virtual void	ROOT::Math::VirtualIntegratorMultiDim::SetFunction(const ROOT::Math::IMultiGenFunction&)
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)
virtual void	ROOT::Math::VirtualIntegrator::SetRelTolerance(double)
void	SetType(ROOT::Math::IntegrationMultiDim::Type type)
double	Sigma()
virtual int	Status() const
virtual int	ROOT::Math::VirtualIntegrator::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

Inheritance Inherited Members Includes Libraries

Function documentation

GSLMCIntegrator(MCIntegration::Type type = MCIntegration::kVEGAS, 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

virtual ~GSLMCIntegrator()

          destructor

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

 disable copy ctrs

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

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>

void SetFunction(ROOT::Math::GSLMCIntegrator::GSLMonteFuncPointer f, unsigned int dim, void* p = 0)

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 Integral(const double* a, const double* b)

         evaluate the integral using the previously defined function

double Result() const

 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

double Error() const

         return the estimate of the absolute Error of the last Integral calculation

int Status() const

         return the Error Status of the last Integral calculation

void SetRelTolerance(double relTolerance)

 setter for control Parameters  (getters are not needed so far )

         set the desired relative Error

void SetAbsTolerance(double absTolerance)

         set the desired absolute Error

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

void SetType(ROOT::Math::IntegrationMultiDim::Type type)

	 set integration method

void SetMode(ROOT::Math::MCIntegration::Mode mode)

	 set integration mode for VEGAS method
         The possible MODE are :
         MCIntegration::kIMPORTANCE (default) : VEGAS will use importance sampling
         MCIntegration::kSTRATIFIED           : VEGAS will use stratified sampling  if certain condition are satisfied
         MCIntegration::kIMPORTANCE_ONLY      : VEGAS will always use importance smapling

void SetParameters(const VegasParameters &p)

	 set default parameters for VEGAS method

void SetParameters(const MiserParameters &p)

	 set default parameters for MISER method

double Sigma()

	 set parameters for PLAIN method

void SetPParameters(const PlainParameters &p);

	 returns the error sigma from the last iteration of the Vegas algorithm

double ChiSqr()

	 returns chi-squared per degree of freedom for the estimate of the integral in the Vegas algorithm

bool CheckFunction()

 internal method to check validity of GSL function pointer

void DoInitialize()

 set internally the type of integration method