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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 | ea958d3c401761dcc24865d9639b2fab31038db8 (patch) | |
tree | 8cea93113a46d7015d1a10638778f92275a0ca94 /thirdparty/includes/GSL/gsl/gsl_monte_plain.h | |
parent | cb1d99232e521c34e9f0c271a6c4176cc7b9cbe4 (diff) | |
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Revert "LinearAlgebra Function Added"
Diffstat (limited to 'thirdparty/includes/GSL/gsl/gsl_monte_plain.h')
-rw-r--r-- | thirdparty/includes/GSL/gsl/gsl_monte_plain.h | 65 |
1 files changed, 65 insertions, 0 deletions
diff --git a/thirdparty/includes/GSL/gsl/gsl_monte_plain.h b/thirdparty/includes/GSL/gsl/gsl_monte_plain.h new file mode 100644 index 0000000..c4745b9 --- /dev/null +++ b/thirdparty/includes/GSL/gsl/gsl_monte_plain.h @@ -0,0 +1,65 @@ +/* monte/gsl_monte_plain.h + * + * Copyright (C) 1996, 1997, 1998, 1999, 2000 Michael Booth + * + * 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. + */ + +/* Plain Monte-Carlo. */ + +/* Author: MJB */ + +#ifndef __GSL_MONTE_PLAIN_H__ +#define __GSL_MONTE_PLAIN_H__ + +#include <stdio.h> +#include <gsl/gsl_monte.h> +#include <gsl/gsl_rng.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 + +typedef struct { + size_t dim; + double *x; +} gsl_monte_plain_state; + +int +gsl_monte_plain_integrate (const gsl_monte_function * f, + const double xl[], const double xu[], + const size_t dim, + const size_t calls, + gsl_rng * r, + gsl_monte_plain_state * state, + double *result, double *abserr); + +gsl_monte_plain_state* gsl_monte_plain_alloc(size_t dim); + +int gsl_monte_plain_init(gsl_monte_plain_state* state); + +void gsl_monte_plain_free (gsl_monte_plain_state* state); + +__END_DECLS + +#endif /* __GSL_MONTE_PLAIN_H__ */ |