mathmoreIntegrationMultidim.C File Reference

Detailed Description

Example on the usage of the multidimensional integration algorithm of MathMore Please refer to the web documentation for further details: https://root.cern.ch/root/htmldoc/guides/users-guide/MathLibraries.html#numerical-integration To execute the macro type the following:

root[0] .x mathmoreIntegrationMultidim.C

This tutorial requires having libMathMore built with ROOT.

To build mathmore you need to have a version of GSL >= 1.8 installed in your system The ROOT configure will automatically find GSL if the script gsl-config (from GSL) is in your PATH,. otherwise you need to configure root with the options –gsl-incdir and –gsl-libdir.

 
integral result is 1
integral result is 0.999998
integral result is 0.999738
integral result is 0.999881
(int) 0

 
double f2(const double * x) {
   return x[0] + x[1];
}
 
int mathmoreIntegrationMultidim() {
 
   const double RESULT = 1.0;
   const double ERRORLIMIT = 1E-3;
   int status = 0;
 
   ROOT::Math::Functor wf(&f2,2);
   double a[2] = {0,0};
   double b[2] = {1,1};
 
   ROOT::Math::IntegratorMultiDim ig(ROOT::Math::IntegrationMultiDim::kADAPTIVE);
   ig.SetFunction(wf);
   double val = ig.Integral(a,b);
   std::cout << "integral result is " << val << std::endl;
   status += std::fabs(val-RESULT) > ERRORLIMIT;
 
   ROOT::Math::IntegratorMultiDim ig2(ROOT::Math::IntegrationMultiDim::kVEGAS);
   ig2.SetFunction(wf);
   val = ig2.Integral(a,b);
   std::cout << "integral result is " << val << std::endl;
   status += std::fabs(val-RESULT) > ERRORLIMIT;
 
   ROOT::Math::IntegratorMultiDim ig3(wf,ROOT::Math::IntegrationMultiDim::kPLAIN);
   val = ig3.Integral(a,b);
   std::cout << "integral result is " << val << std::endl;
   status += std::fabs(val-RESULT) > ERRORLIMIT;
 
   ROOT::Math::IntegratorMultiDim ig4(wf,ROOT::Math::IntegrationMultiDim::kMISER);
   val = ig4.Integral(a,b);
   std::cout << "integral result is " << val << std::endl;
   status += std::fabs(val-RESULT) > ERRORLIMIT;
 
   return status;
}

Authors

A. Tolosa-Delgado

Definition in file mathmoreIntegrationMultidim.C.