Numerical Monte Carlo Integration Classes

Classes implementing method for Monte Carlo Integration.

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.

GSL Manual.

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

Classes
class	ROOT::Math::GSLMonteFunctionWrapper
	wrapper to a multi-dim function withtout derivatives for Monte Carlo multi-dimensional integration algorithm More...
struct	ROOT::Math::MiserParameters
	structures collecting parameters for MISER multidimensional integration More...
struct	ROOT::Math::VegasParameters
	structures collecting parameters for VEGAS multidimensional integration FOr implementation of default parameters see file mathmore/src/GSLMCIntegrationWorkspace.h More...

Typedefs
typedef double(*	ROOT::Math::GSLMonteFuncPointer) (double *, size_t, void *)
	Class for adapting any multi-dimension C++ functor class to C function pointers used by GSL MonteCarlo integration algorithms. More...

Enumerations
enum	ROOT::Math::IntegrationMultiDim::Type {   ROOT::Math::IntegrationMultiDim::kDEFAULT = -1, ROOT::Math::IntegrationMultiDim::kADAPTIVE, ROOT::Math::IntegrationMultiDim::kVEGAS, ROOT::Math::IntegrationMultiDim::kMISER,   ROOT::Math::IntegrationMultiDim::kPLAIN }
	enumeration specifying the integration types. More...

Typedef Documentation

GSLMonteFuncPointer

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

Class for adapting any multi-dimension C++ functor class to C function pointers used by GSL MonteCarlo integration algorithms.

The templated C++ function class must implement:

double operator( const double * x)

This class defines static methods with will be used to fill the gsl_monte_function used by GSL. See for examples the GSL online manual

Definition at line 56 of file GSLMonteFunctionAdapter.h.

Enumeration Type Documentation

Type

enum ROOT::Math::IntegrationMultiDim::Type

enumeration specifying the integration types.

• kDEFAULT : default type specified in the static option
• kADAPTIVE : adaptive multi-dimensional integration
• kPLAIN MC integration
• kMISER MC integration
• kVEGAS MC integration

Enumerator
kDEFAULT
kADAPTIVE
kVEGAS
kMISER
kPLAIN

Definition at line 65 of file AllIntegrationTypes.h.