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/* monte/gsl_monte_miser.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.
*/
/* Author: MJB */
#ifndef __GSL_MONTE_MISER_H__
#define __GSL_MONTE_MISER_H__
#include <gsl/gsl_rng.h>
#include <gsl/gsl_monte.h>
#include <gsl/gsl_monte_plain.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 min_calls;
size_t min_calls_per_bisection;
double dither;
double estimate_frac;
double alpha;
size_t dim;
int estimate_style;
int depth;
int verbose;
double * x;
double * xmid;
double * sigma_l;
double * sigma_r;
double * fmax_l;
double * fmax_r;
double * fmin_l;
double * fmin_r;
double * fsum_l;
double * fsum_r;
double * fsum2_l;
double * fsum2_r;
size_t * hits_l;
size_t * hits_r;
} gsl_monte_miser_state;
int gsl_monte_miser_integrate(gsl_monte_function * f,
const double xl[], const double xh[],
size_t dim, size_t calls,
gsl_rng *r,
gsl_monte_miser_state* state,
double *result, double *abserr);
gsl_monte_miser_state* gsl_monte_miser_alloc(size_t dim);
int gsl_monte_miser_init(gsl_monte_miser_state* state);
void gsl_monte_miser_free(gsl_monte_miser_state* state);
typedef struct {
double estimate_frac;
size_t min_calls;
size_t min_calls_per_bisection;
double alpha;
double dither;
} gsl_monte_miser_params;
void gsl_monte_miser_params_get (const gsl_monte_miser_state * state,
gsl_monte_miser_params * params);
void gsl_monte_miser_params_set (gsl_monte_miser_state * state,
const gsl_monte_miser_params * params);
__END_DECLS
#endif /* __GSL_MONTE_MISER_H__ */
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