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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__ */
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