GSLMonteFunctionWrapper.h

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// @(#)root/mathmore:$Id$
// Authors: L. Moneta, 08/2007
 
 /**********************************************************************
  *                                                                    *
  * Copyright (c) 2004 ROOT Foundation,  CERN/PH-SFT                   *
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  * This library is free software; you can redistribute it and/or      *
  * modify it under the terms of the GNU General Public License        *
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  * This library is distributed in the hope that it will be useful,    *
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// Header file for class GSLMonteFunctionWrapper
//
// Created by: moneta  at Sat Nov 13 14:54:41 2004
//
// Last update: Sat Nov 13 14:54:41 2004
//
#ifndef ROOT_Math_GSLMonteFunctionWrapper
#define ROOT_Math_GSLMonteFunctionWrapper
 
#include "gsl/gsl_monte.h"
#include "gsl/gsl_multimin.h"
 
#include "GSLMonteFunctionAdapter.h"
 
 
#include <cassert>
 
namespace ROOT {
namespace Math {
 
 
 
   typedef double ( * GSLMonteFuncPointer ) ( double *, size_t, void *);
 
 
/**
   wrapper to a multi-dim function withtout  derivatives for Monte Carlo multi-dimensional
   integration algorithm
 
   @ingroup MCIntegration
*/
 
class GSLMonteFunctionWrapper {
 
public:
 
  GSLMonteFunctionWrapper()
   {
      fFunc.f = 0;
      fFunc.dim = 0;
      fFunc.params = 0;
   }
 
    void SetFuncPointer( GSLMonteFuncPointer f) { fFunc.f = f; }
    void SetDim  ( unsigned int n ) { fFunc.dim = n; }
    void SetParams ( void * p) { fFunc.params = p; }
 
    /// Fill gsl function structure from a C++ Function class
    template<class FuncType>
    void SetFunction(const FuncType &f) {
       const void * p = &f;
       assert (p != 0);
       SetFuncPointer(&GSLMonteFunctionAdapter<FuncType >::F);
       SetDim( f.NDim() );
       SetParams(const_cast<void *>(p));
    }
 
   gsl_monte_function * GetFunc() { return &fFunc; }
 
    /// evaluate the function and derivatives
    double operator() (const double * x) {  return GSL_MONTE_FN_EVAL(&fFunc, const_cast<double *>(x) ); }
 
 
  private:
    gsl_monte_function fFunc;
 
  };
 
 
 
 
 
} // namespace Math
} // namespace ROOT
 
#endif /* ROOT_Math_GSLMonteFunctionWrapper */