updated with main repo

1 files changed, 125 insertions, 0 deletions

diff --git a/thirdparty/includes/GSL/gsl/gsl_monte_vegas.h b/thirdparty/includes/GSL/gsl/gsl_monte_vegas.h
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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__ */
+