Definition at line 78 of file GSLMCIntegrator.h.

Public Types
typedef double(*	GSLMonteFuncPointer) (double , size_t, void )

typedef MCIntegration::Type	Type

Public Member Functions
	GSLMCIntegrator (MCIntegration::Type type=MCIntegration::kVEGAS, double absTol=-1, double relTol=-1, unsigned int calls=0)
	constructor of GSL MCIntegrator using all the default options More...

	GSLMCIntegrator (const char *type, double absTol, double relTol, unsigned int calls)
	constructor of GSL MCIntegrator. More...

virtual	~GSLMCIntegrator ()
	destructor More...

double	ChiSqr ()
	returns chi-squared per degree of freedom for the estimate of the integral in the Vegas algorithm More...

double	Error () const
	return the estimate of the absolute Error of the last Integral calculation More...

ROOT::Math::IOptions *	ExtraOptions () const
	get the specific options (for Vegas or Miser) in term of string- name More...

MCIntegration::Type	GetType () const
	return the type (need to be called GetType to avois a conflict with typedef) More...

const char *	GetTypeName () const
	return the name More...

double	Integral (const GSLMonteFuncPointer &f, unsigned int dim, double a, double b, void *p=0)
	evaluate the Integral of a function f over the defined hypercube (a,b) More...

double	Integral (const double a, const double b)
	evaluate the integral using the previously defined function More...

int	NEval () const
	return number of function evaluations in calculating the integral (This is an fixed by the user) More...

ROOT::Math::IntegratorMultiDimOptions	Options () const
	get the option used for the integration More...

double	Result () const
	return the type of the integration used More...

void	SetAbsTolerance (double absTolerance)
	set the desired absolute Error More...

void	SetFunction (const IMultiGenFunction &f)
	method to set the a generic integration function More...

void	SetFunction (GSLMonteFuncPointer f, unsigned int dim, void *p=0)

void	SetGenerator (GSLRandomEngine &r)
	set random number generator More...

void	SetMode (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 More...

void	SetOptions (const ROOT::Math::IntegratorMultiDimOptions &opt)
	set the integration options More...

void	SetParameters (const VegasParameters &p)
	set default parameters for VEGAS method More...

void	SetParameters (const MiserParameters &p)
	set default parameters for MISER method More...

void	SetRelTolerance (double relTolerance)
	set the desired relative Error More...

void	SetType (MCIntegration::Type type)
	set integration method More...

void	SetTypeName (const char *typeName)
	set integration method using a name instead of an enumeration More...

double	Sigma ()
	set parameters for PLAIN method More...

int	Status () const
	return the Error Status of the last Integral calculation More...

Public Member Functions inherited from ROOT::Math::VirtualIntegratorMultiDim
virtual	~VirtualIntegratorMultiDim ()
	destructor: no operation More...

virtual ROOT::Math::IntegrationMultiDim::Type	Type () const

Public Member Functions inherited from ROOT::Math::VirtualIntegrator
virtual	~VirtualIntegrator ()

Protected Member Functions
bool	CheckFunction ()

void	DoInitialize ()

Private Member Functions
	GSLMCIntegrator (const GSLMCIntegrator &)

GSLMCIntegrator &	operator= (const GSLMCIntegrator &)

Private Attributes
double	fAbsTol

unsigned int	fCalls

unsigned int	fDim

double	fError

bool	fExtGen

GSLMonteFunctionWrapper *	fFunction

double	fRelTol

double	fResult

GSLRngWrapper *	fRng

int	fStatus

MCIntegration::Type	fType

GSLMCIntegrationWorkspace *	fWorkspace

#include <Math/GSLMCIntegrator.h>

Inheritance diagram for ROOT::Math::GSLMCIntegrator:

[legend]

Member Typedef Documentation

◆ GSLMonteFuncPointer

typedef double( * ROOT::Math::GSLMCIntegrator::GSLMonteFuncPointer) (double *, size_t, void *)

Definition at line 145 of file GSLMCIntegrator.h.

◆ Type

typedef MCIntegration::Type ROOT::Math::GSLMCIntegrator::Type

Definition at line 82 of file GSLMCIntegrator.h.

Constructor & Destructor Documentation

◆ GSLMCIntegrator() [1/3]

ROOT::Math::GSLMCIntegrator::GSLMCIntegrator	(	MCIntegration::Type	type = `MCIntegration::kVEGAS`,
		double	absTol = `-1`,
		double	relTol = `-1`,
		unsigned int	calls = `0`
	)

explicit

constructor of GSL MCIntegrator using all the default options

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

Parameters

type	type of integration. The possible types are defined in the MCIntegration::Type enumeration Default is VEGAS
absTol	desired absolute Error (this parameter is actually not used and it can be ignored. The tolerance is fixed by the number of given calls)
relTol	desired relative Error (this parameter is actually not used and it can be ignored. The tolerance is fixed by the number of given calls)
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

Definition at line 73 of file GSLMCIntegrator.cxx.

◆ GSLMCIntegrator() [2/3]

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

constructor of GSL MCIntegrator.

VEGAS MC is set as default integration type

Parameters

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

Definition at line 102 of file GSLMCIntegrator.cxx.

◆ ~GSLMCIntegrator()

ROOT::Math::GSLMCIntegrator::~GSLMCIntegrator ( )

virtual

destructor

Definition at line 132 of file GSLMCIntegrator.cxx.

◆ GSLMCIntegrator() [3/3]

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

private

Definition at line 146 of file GSLMCIntegrator.cxx.

Member Function Documentation

◆ CheckFunction()

bool ROOT::Math::GSLMCIntegrator::CheckFunction ( )

protected

Definition at line 450 of file GSLMCIntegrator.cxx.

◆ ChiSqr()

double ROOT::Math::GSLMCIntegrator::ChiSqr ( )

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

Definition at line 432 of file GSLMCIntegrator.cxx.

◆ DoInitialize()

void ROOT::Math::GSLMCIntegrator::DoInitialize ( )

protected

Definition at line 394 of file GSLMCIntegrator.cxx.

◆ Error()

double ROOT::Math::GSLMCIntegrator::Error ( ) const

virtual

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

Implements ROOT::Math::VirtualIntegrator.

Definition at line 246 of file GSLMCIntegrator.cxx.

◆ ExtraOptions()

ROOT::Math::IOptions * ROOT::Math::GSLMCIntegrator::ExtraOptions ( ) const

get the specific options (for Vegas or Miser) in term of string- name

Definition at line 477 of file GSLMCIntegrator.cxx.

◆ GetType()

MCIntegration::Type ROOT::Math::GSLMCIntegrator::GetType ( ) const

inline

return the type (need to be called GetType to avois a conflict with typedef)

Definition at line 275 of file GSLMCIntegrator.h.

◆ GetTypeName()

const char * ROOT::Math::GSLMCIntegrator::GetTypeName ( ) const

return the name

Definition at line 459 of file GSLMCIntegrator.cxx.

◆ Integral() [1/2]

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

evaluate the Integral of a function f over the defined hypercube (a,b)

Parameters

f	integration function. The function type must implement the mathlib::IGenFunction interface
a	lower value of the integration interval
b	upper value of the integration interval

Definition at line 221 of file GSLMCIntegrator.cxx.

◆ Integral() [2/2]

double ROOT::Math::GSLMCIntegrator::Integral	(	const double *	a,
		const double *	b
	)

virtual

evaluate the integral using the previously defined function

Implements ROOT::Math::VirtualIntegratorMultiDim.

Definition at line 175 of file GSLMCIntegrator.cxx.

◆ NEval()

int ROOT::Math::GSLMCIntegrator::NEval ( ) const

inlinevirtual

return number of function evaluations in calculating the integral (This is an fixed by the user)

Reimplemented from ROOT::Math::VirtualIntegrator.

Definition at line 197 of file GSLMCIntegrator.h.

◆ operator=()

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

private

Definition at line 150 of file GSLMCIntegrator.cxx.

◆ Options()

ROOT::Math::IntegratorMultiDimOptions ROOT::Math::GSLMCIntegrator::Options ( ) const

virtual

get the option used for the integration

Implements ROOT::Math::VirtualIntegratorMultiDim.

Definition at line 466 of file GSLMCIntegrator.cxx.

◆ Result()

double ROOT::Math::GSLMCIntegrator::Result ( ) const

virtual

return the type of the integration used

return the Result of the last Integral calculation

Implements ROOT::Math::VirtualIntegrator.

Definition at line 241 of file GSLMCIntegrator.cxx.

◆ SetAbsTolerance()

void ROOT::Math::GSLMCIntegrator::SetAbsTolerance ( double absTolerance )

virtual

set the desired absolute Error

Implements ROOT::Math::VirtualIntegrator.

Definition at line 264 of file GSLMCIntegrator.cxx.

◆ SetFunction() [1/2]

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

virtual

method to set the a generic integration function

Parameters

f	integration function. The function type must implement the assigment operator, double operator() ( double x )

Implements ROOT::Math::VirtualIntegratorMultiDim.

Definition at line 156 of file GSLMCIntegrator.cxx.

◆ SetFunction() [2/2]

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

Definition at line 164 of file GSLMCIntegrator.cxx.

◆ SetGenerator()

void ROOT::Math::GSLMCIntegrator::SetGenerator ( GSLRandomEngine & r )

set random number generator

Definition at line 266 of file GSLMCIntegrator.cxx.

◆ SetMode()

void ROOT::Math::GSLMCIntegrator::SetMode ( 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

Definition at line 323 of file GSLMCIntegrator.cxx.

◆ SetOptions()

void ROOT::Math::GSLMCIntegrator::SetOptions ( const ROOT::Math::IntegratorMultiDimOptions & opt )

virtual

set the integration options

Reimplemented from ROOT::Math::VirtualIntegratorMultiDim.

Definition at line 338 of file GSLMCIntegrator.cxx.

◆ SetParameters() [1/2]

void ROOT::Math::GSLMCIntegrator::SetParameters ( const VegasParameters & p )

set default parameters for VEGAS method

Definition at line 367 of file GSLMCIntegrator.cxx.

◆ SetParameters() [2/2]

void ROOT::Math::GSLMCIntegrator::SetParameters ( const MiserParameters & p )

set default parameters for MISER method

Definition at line 380 of file GSLMCIntegrator.cxx.

◆ SetRelTolerance()

void ROOT::Math::GSLMCIntegrator::SetRelTolerance ( double relTolerance )

virtual

set the desired relative Error

Implements ROOT::Math::VirtualIntegrator.

Definition at line 259 of file GSLMCIntegrator.cxx.

◆ SetType()

void ROOT::Math::GSLMCIntegrator::SetType ( MCIntegration::Type type )

set integration method

Definition at line 273 of file GSLMCIntegrator.cxx.

◆ SetTypeName()

void ROOT::Math::GSLMCIntegrator::SetTypeName ( const char * typeName )

set integration method using a name instead of an enumeration

Definition at line 299 of file GSLMCIntegrator.cxx.

◆ Sigma()

double ROOT::Math::GSLMCIntegrator::Sigma ( )

set parameters for PLAIN method

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

Definition at line 412 of file GSLMCIntegrator.cxx.

◆ Status()

int ROOT::Math::GSLMCIntegrator::Status ( ) const

virtual

return the Error Status of the last Integral calculation

Implements ROOT::Math::VirtualIntegrator.

Definition at line 251 of file GSLMCIntegrator.cxx.

Member Data Documentation

◆ fAbsTol

double ROOT::Math::GSLMCIntegrator::fAbsTol

private

Definition at line 311 of file GSLMCIntegrator.h.

◆ fCalls

unsigned int ROOT::Math::GSLMCIntegrator::fCalls

private

Definition at line 310 of file GSLMCIntegrator.h.

◆ fDim

unsigned int ROOT::Math::GSLMCIntegrator::fDim

private

Definition at line 309 of file GSLMCIntegrator.h.

◆ fError

double ROOT::Math::GSLMCIntegrator::fError

private

Definition at line 317 of file GSLMCIntegrator.h.

◆ fExtGen

bool ROOT::Math::GSLMCIntegrator::fExtGen

private

Definition at line 319 of file GSLMCIntegrator.h.

◆ fFunction

GSLMonteFunctionWrapper* ROOT::Math::GSLMCIntegrator::fFunction

private

Definition at line 323 of file GSLMCIntegrator.h.

◆ fRelTol

double ROOT::Math::GSLMCIntegrator::fRelTol

private

Definition at line 312 of file GSLMCIntegrator.h.

◆ fResult

double ROOT::Math::GSLMCIntegrator::fResult

private

Definition at line 316 of file GSLMCIntegrator.h.

◆ fRng

GSLRngWrapper* ROOT::Math::GSLMCIntegrator::fRng

private

Definition at line 307 of file GSLMCIntegrator.h.

◆ fStatus

int ROOT::Math::GSLMCIntegrator::fStatus

private

Definition at line 318 of file GSLMCIntegrator.h.

◆ fType

MCIntegration::Type ROOT::Math::GSLMCIntegrator::fType

private

Definition at line 305 of file GSLMCIntegrator.h.

◆ fWorkspace

GSLMCIntegrationWorkspace* ROOT::Math::GSLMCIntegrator::fWorkspace

private

Definition at line 322 of file GSLMCIntegrator.h.

The documentation for this class was generated from the following files:

math/mathmore/inc/Math/GSLMCIntegrator.h
math/mathmore/src/GSLMCIntegrator.cxx

Public Types

Public Member Functions

Protected Member Functions

Private Member Functions

Private Attributes

Member Typedef Documentation

◆ GSLMonteFuncPointer

◆ Type

Constructor & Destructor Documentation

◆ GSLMCIntegrator() [1/3]

◆ GSLMCIntegrator() [2/3]

◆ ~GSLMCIntegrator()

◆ GSLMCIntegrator() [3/3]

Member Function Documentation

◆ CheckFunction()

◆ ChiSqr()

◆ DoInitialize()

◆ Error()

◆ ExtraOptions()

◆ GetType()

◆ GetTypeName()

◆ Integral() [1/2]

◆ Integral() [2/2]

◆ NEval()

◆ operator=()

◆ Options()

◆ Result()

◆ SetAbsTolerance()

◆ SetFunction() [1/2]

◆ SetFunction() [2/2]

◆ SetGenerator()

◆ SetMode()

◆ SetOptions()

◆ SetParameters() [1/2]

◆ SetParameters() [2/2]

◆ SetRelTolerance()

◆ SetType()

◆ SetTypeName()

◆ Sigma()

◆ Status()

Member Data Documentation

◆ fAbsTol

◆ fCalls

◆ fDim

◆ fError

◆ fExtGen

◆ fFunction

◆ fRelTol

◆ fResult

◆ fRng

◆ fStatus

◆ fType

◆ fWorkspace