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
virtual | ~GSLMCIntegrator() |
double | ChiSqr() |
virtual double | Error() const |
ROOT::Math::IOptions* | ExtraOptions() const |
ROOT::Math::IntegrationMultiDim::Type | GetType() const |
const char* | GetTypeName() const |
ROOT::Math::GSLMCIntegrator | GSLMCIntegrator(ROOT::Math::IntegrationMultiDim::Type type = MCIntegration::kVEGAS, double absTol = 0, double relTol = 0, unsigned int calls = 0) |
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 int | NEval() const |
virtual ROOT::Math::IntegratorMultiDimOptions | Options() const |
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) |
virtual void | SetOptions(const ROOT::Math::IntegratorMultiDimOptions& opt) |
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) |
void | SetTypeName(const char* typeName) |
double | Sigma() |
virtual int | Status() const |
virtual ROOT::Math::IntegrationMultiDim::Type | ROOT::Math::VirtualIntegratorMultiDim::Type() const |
bool | CheckFunction() |
void | DoInitialize() |
ROOT::Math::GSLMCIntegrator | GSLMCIntegrator(const ROOT::Math::GSLMCIntegrator&) |
ROOT::Math::GSLMCIntegrator& | operator=(const ROOT::Math::GSLMCIntegrator&) |
constructors /** constructor of GSL MCIntegrator using all the default options * GSLMCIntegrator( ); constructor of GSL MCIntegrator. VEGAS MC is set as default integration type @param type type of integration. The possible types are defined in the MCIntegration::Type enumeration Default is VEGAS @param absTol desired absolute Error @param relTol desired relative Error @param calls maximum number of function calls NOTE: When the default values are used , the options are taken from teh static method of ROOT::Math::IntegratorMultiDimOptions
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
evaluate the integral using the previously defined function
return number of function evaluations in calculating the integral (This is an fixed by the user)
{ return fCalls; }
setter for control Parameters (getters are not needed so far ) set the desired relative Error
set integration method using a name instead of an enumeration
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
set parameters for PLAIN method void SetPParameters(const PlainParameters &p); returns the error sigma from the last iteration of the Vegas algorithm
returns chi-squared per degree of freedom for the estimate of the integral in the Vegas algorithm
return the type (need to be called GetType to avois a conflict with typedef)
{ return fType; }
get the specific options (for Vegas or Miser) in term of string- name