Definition at line 92 of file GSLMCIntegrator.h.

Public Types
typedef MCIntegration::Type	Type

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

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...

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

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

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...

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

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

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

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

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

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

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

void	SetGenerator (GSLRngWrapper *r)
	set random number generator 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...

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

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

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

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

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

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

GSLRngWrapper *	fRng

unsigned int	fDim

unsigned int	fCalls

double	fAbsTol

double	fRelTol

double	fResult

double	fError

int	fStatus

GSLMCIntegrationWorkspace *	fWorkspace

GSLMonteFunctionWrapper *	fFunction

#include <Math/GSLMCIntegrator.h>

Inheritance diagram for ROOT::Math::GSLMCIntegrator:

Collaboration diagram for ROOT::Math::GSLMCIntegrator:

Member Typedef Documentation

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

Definition at line 159 of file GSLMCIntegrator.h.

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

Definition at line 96 of file GSLMCIntegrator.h.

Constructor & Destructor Documentation

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 74 of file GSLMCIntegrator.cxx.

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.

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

virtual

destructor

Definition at line 131 of file GSLMCIntegrator.cxx.

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

private

Definition at line 145 of file GSLMCIntegrator.cxx.

Member Function Documentation

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

protected

Definition at line 444 of file GSLMCIntegrator.cxx.

Referenced by Integral().

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 426 of file GSLMCIntegrator.cxx.

Referenced by integral_MC().

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

protected

Definition at line 388 of file GSLMCIntegrator.cxx.

Referenced by Integral().

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 245 of file GSLMCIntegrator.cxx.

Referenced by integral_MC().

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

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

Definition at line 471 of file GSLMCIntegrator.cxx.

Referenced by Options().

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 289 of file GSLMCIntegrator.h.

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

return the name

Definition at line 453 of file GSLMCIntegrator.cxx.

Referenced by Options().

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 220 of file GSLMCIntegrator.cxx.

Referenced by integral_MC().

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 174 of file GSLMCIntegrator.cxx.

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 211 of file GSLMCIntegrator.h.

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

private

Definition at line 149 of file GSLMCIntegrator.cxx.

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

virtual

get the option used for the integration

Implements ROOT::Math::VirtualIntegratorMultiDim.

Definition at line 460 of file GSLMCIntegrator.cxx.

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 240 of file GSLMCIntegrator.cxx.

Referenced by integral_MC().

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

virtual

set the desired absolute Error

Implements ROOT::Math::VirtualIntegrator.

Definition at line 263 of file GSLMCIntegrator.cxx.

Referenced by SetOptions().

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 155 of file GSLMCIntegrator.cxx.

Referenced by Integral(), and integral_MC().

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

Definition at line 163 of file GSLMCIntegrator.cxx.

void ROOT::Math::GSLMCIntegrator::SetGenerator ( GSLRngWrapper * r )

set random number generator

Definition at line 265 of file GSLMCIntegrator.cxx.

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 317 of file GSLMCIntegrator.cxx.

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

virtual

set the integration options

Reimplemented from ROOT::Math::VirtualIntegratorMultiDim.

Definition at line 332 of file GSLMCIntegrator.cxx.

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

set default parameters for VEGAS method

Definition at line 361 of file GSLMCIntegrator.cxx.

Referenced by GSLMCIntegrator(), and SetOptions().

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

set default parameters for MISER method