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author | Brijeshcr | 2017-07-06 15:48:47 +0530 |
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committer | GitHub | 2017-07-06 15:48:47 +0530 |
commit | c600ebcb67961fe6007ba41fd5ad987da3af7f6e (patch) | |
tree | 26fc9679644561759e8a2c4080059d30b70a3105 /2.3-1/thirdparty/includes/GSL/gsl/gsl_monte_vegas.h | |
parent | a7eeecce4c7c39ea52a2d434815c574a2c42730d (diff) | |
download | Scilab2C-c600ebcb67961fe6007ba41fd5ad987da3af7f6e.tar.gz Scilab2C-c600ebcb67961fe6007ba41fd5ad987da3af7f6e.tar.bz2 Scilab2C-c600ebcb67961fe6007ba41fd5ad987da3af7f6e.zip |
Revert "LinearAlgebra Function Added"
Diffstat (limited to '2.3-1/thirdparty/includes/GSL/gsl/gsl_monte_vegas.h')
-rw-r--r-- | 2.3-1/thirdparty/includes/GSL/gsl/gsl_monte_vegas.h | 125 |
1 files changed, 125 insertions, 0 deletions
diff --git a/2.3-1/thirdparty/includes/GSL/gsl/gsl_monte_vegas.h b/2.3-1/thirdparty/includes/GSL/gsl/gsl_monte_vegas.h new file mode 100644 index 00000000..0942c04d --- /dev/null +++ b/2.3-1/thirdparty/includes/GSL/gsl/gsl_monte_vegas.h @@ -0,0 +1,125 @@ +/* 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__ */ + |