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authorBrijeshcr2017-07-06 15:48:47 +0530
committerGitHub2017-07-06 15:48:47 +0530
commitea958d3c401761dcc24865d9639b2fab31038db8 (patch)
tree8cea93113a46d7015d1a10638778f92275a0ca94 /thirdparty/includes/GSL/gsl/gsl_monte_plain.h
parentcb1d99232e521c34e9f0c271a6c4176cc7b9cbe4 (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.h65
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
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+/* 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__ */