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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
27 // Constructors, assignment etc
32 GeneratorType genType= QuasiRandom, bool verbose= false);
34 RooAbsIntegrator* clone(const RooAbsFunc& function, const RooNumIntConfig& config) const override ;
35 ~RooMCIntegrator() override;
36
37 bool checkLimits() const override;
38 double integral(const double* yvec=0) override;
39
41 double vegas(Stage stage, UInt_t calls, UInt_t iterations, double *absError= 0);
42
43 double getAlpha() const { return _alpha; }
44 void setAlpha(double alpha) { _alpha= alpha; }
45
46 GeneratorType getGenType() const { return _genType; }
48
49 const RooGrid &grid() const { return _grid; }
50
51 bool canIntegrate1D() const override { return true ; }
52 bool canIntegrate2D() const override { return true ; }
53 bool canIntegrateND() const override { return true ; }
54 bool canIntegrateOpenEnded() const override { return false ; }
55
56protected:
57
58 friend class RooNumIntFactory ;
59 static void registerIntegrator(RooNumIntFactory& fact) ;
60
61 mutable RooGrid _grid; // Sampling grid definition
62
63 // control variables
64 bool _verbose; ///< Verbosity control
65 double _alpha; ///< Grid stiffness parameter
66 Int_t _mode; ///< Sampling mode
67 GeneratorType _genType; ///< Generator type
68 Int_t _nRefineIter ; ///< Number of refinement iterations
69 Int_t _nRefinePerDim ; ///< Number of refinement samplings (per dim)
70 Int_t _nIntegratePerDim ; ///< Number of integration samplings (per dim)
71
72 TStopwatch _timer; ///< Timer
73
74 double _jac,_wtd_int_sum,_sum_wgts,_chi_sum,_chisq,_result,_sigma; ///< Scratch variables preserved between calls to vegas1/2/2
75 UInt_t _it_start,_it_num,_samples,_calls_per_box; ///< Scratch variables preserved between calls to vegas1/2/2
76
77 ClassDefOverride(RooMCIntegrator,0) // VEGAS based multi-dimensional numerical integration engine
78};
79
80#endif
#define ClassDefOverride(name, id)
Definition: Rtypes.h:339
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
RooAbsIntegrator is the abstract interface for integrators of real-valued functions that implement th...
RooGrid is a utility class for RooMCIntegrator which implements an adaptive multi-dimensional Monte C...
Definition: RooGrid.h:24
RooMCIntegrator implements an adaptive multi-dimensional Monte Carlo numerical integration,...
GeneratorType _genType
Generator type.
RooAbsIntegrator * clone(const RooAbsFunc &function, const RooNumIntConfig &config) const override
Return clone of this generator operating on given function with given configuration Needed to support...
RooMCIntegrator()
Default constructor.
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() override
Destructor.
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
void setGenType(GeneratorType type)
bool _verbose
Verbosity control.
double getAlpha() const
Int_t _mode
Sampling mode.
bool canIntegrate1D() const override
bool canIntegrateND() const override
bool canIntegrateOpenEnded() const override
double vegas(Stage stage, UInt_t calls, UInt_t iterations, double *absError=0)
Perform one step of Monte Carlo integration using the specified number of iterations with (approximat...
double integral(const double *yvec=0) override
Evaluate the integral using a fixed number of calls to evaluate the integrand equal to about 10k per ...
bool canIntegrate2D() const override
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.
RooNumIntConfig holds the configuration parameters of the various numeric integrators used by RooReal...
RooNumIntFactory is a factory to instantiate numeric integrators from a given function binding and a ...
Stopwatch class.
Definition: TStopwatch.h:28
void function(const Char_t *name_, T fun, const Char_t *docstring=0)
Definition: RExports.h:167