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authorBrijeshcr2017-07-06 15:48:47 +0530
committerGitHub2017-07-06 15:48:47 +0530
commitc600ebcb67961fe6007ba41fd5ad987da3af7f6e (patch)
tree26fc9679644561759e8a2c4080059d30b70a3105 /2.3-1/thirdparty/includes/GSL/gsl/gsl_monte_vegas.h
parenta7eeecce4c7c39ea52a2d434815c574a2c42730d (diff)
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Revert "LinearAlgebra Function Added"
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+/* monte/gsl_monte_vegas.h
+ *
+ * Copyright (C) 1996, 1997, 1998, 1999, 2000 Michael Booth
+ * Copyright (C) 2009 Brian Gough
+ *
+ * This program is free software; you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation; either version 3 of the License, or (at
+ * your option) any later version.
+ *
+ * This program is distributed in the hope that it will be useful, but
+ * WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
+ * General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with this program; if not, write to the Free Software
+ * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
+ */
+
+/* header for the gsl "vegas" routines. Mike Booth, May 1998 */
+
+#ifndef __GSL_MONTE_VEGAS_H__
+#define __GSL_MONTE_VEGAS_H__
+
+#include <stdlib.h>
+#include <gsl/gsl_rng.h>
+#include <gsl/gsl_monte.h>
+
+#undef __BEGIN_DECLS
+#undef __END_DECLS
+#ifdef __cplusplus
+# define __BEGIN_DECLS extern "C" {
+# define __END_DECLS }
+#else
+# define __BEGIN_DECLS /* empty */
+# define __END_DECLS /* empty */
+#endif
+
+__BEGIN_DECLS
+
+enum {GSL_VEGAS_MODE_IMPORTANCE = 1,
+ GSL_VEGAS_MODE_IMPORTANCE_ONLY = 0,
+ GSL_VEGAS_MODE_STRATIFIED = -1};
+
+typedef struct {
+ /* grid */
+ size_t dim;
+ size_t bins_max;
+ unsigned int bins;
+ unsigned int boxes; /* these are both counted along the axes */
+ double * xi;
+ double * xin;
+ double * delx;
+ double * weight;
+ double vol;
+
+ double * x;
+ int * bin;
+ int * box;
+
+ /* distribution */
+ double * d;
+
+ /* control variables */
+ double alpha;
+ int mode;
+ int verbose;
+ unsigned int iterations;
+ int stage;
+
+ /* scratch variables preserved between calls to vegas1/2/3 */
+ double jac;
+ double wtd_int_sum;
+ double sum_wgts;
+ double chi_sum;
+ double chisq;
+
+ double result;
+ double sigma;
+
+ unsigned int it_start;
+ unsigned int it_num;
+ unsigned int samples;
+ unsigned int calls_per_box;
+
+ FILE * ostream;
+
+} gsl_monte_vegas_state;
+
+int gsl_monte_vegas_integrate(gsl_monte_function * f,
+ double xl[], double xu[],
+ size_t dim, size_t calls,
+ gsl_rng * r,
+ gsl_monte_vegas_state *state,
+ double* result, double* abserr);
+
+gsl_monte_vegas_state* gsl_monte_vegas_alloc(size_t dim);
+
+int gsl_monte_vegas_init(gsl_monte_vegas_state* state);
+
+void gsl_monte_vegas_free (gsl_monte_vegas_state* state);
+
+double gsl_monte_vegas_chisq (const gsl_monte_vegas_state* state);
+void gsl_monte_vegas_runval (const gsl_monte_vegas_state* state, double * result, double * sigma);
+
+typedef struct {
+ double alpha;
+ size_t iterations;
+ int stage;
+ int mode;
+ int verbose;
+ FILE * ostream;
+} gsl_monte_vegas_params;
+
+void gsl_monte_vegas_params_get (const gsl_monte_vegas_state * state,
+ gsl_monte_vegas_params * params);
+
+void gsl_monte_vegas_params_set (gsl_monte_vegas_state * state,
+ const gsl_monte_vegas_params * params);
+
+__END_DECLS
+
+#endif /* __GSL_MONTE_VEGAS_H__ */
+