// @(#)root/mathmore:$Id$ // Author: Magdalena Slawinska 08/2007 /********************************************************************** * * * Copyright (c) 2007 ROOT Foundation, CERN/PH-SFT * * * * This library 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 2 * * of the License, or (at your option) any later version. * * * * This library 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 library (see file COPYING); if not, write * * to the Free Software Foundation, Inc., 59 Temple Place, Suite * * 330, Boston, MA 02111-1307 USA, or contact the author. * * * **********************************************************************/ // // Header file for class GSLMCIntegrator // // #ifndef ROOT_Math_GSLMCIntegrator #define ROOT_Math_GSLMCIntegrator #include "Math/MCIntegrationTypes.h" #include "Math/IFunctionfwd.h" #include "Math/IFunction.h" #include "Math/MCParameters.h" #include "Math/VirtualIntegrator.h" #include namespace ROOT { namespace Math { class GSLMCIntegrationWorkspace; class GSLMonteFunctionWrapper; class GSLRandomEngine; class GSLRngWrapper; /** @defgroup MCIntegration Numerical Monte Carlo Integration Classes Classes implementing method for Monte Carlo Integration. @ingroup Integration Class for performing numerical integration of a multidimensional function. It uses the numerical integration algorithms of GSL, which reimplements the algorithms used in the QUADPACK, a numerical integration package written in Fortran. Plain MC, MISER and VEGAS integration algorithms are supported for integration over finite (hypercubic) ranges. GSL Manual. It implements also the interface ROOT::Math::VirtualIntegratorMultiDim so it can be instantiate using the plugin manager (plugin name is "GSLMCIntegrator") */ class GSLMCIntegrator : public VirtualIntegratorMultiDim { public: typedef MCIntegration::Type Type; // constructors // /** // constructor of GSL MCIntegrator using all the default options // */ // GSLMCIntegrator( ); /** constructor of GSL MCIntegrator. VEGAS MC is set as default integration type @param type type of integration. The possible types are defined in the MCIntegration::Type enumeration Default is VEGAS @param absTol desired absolute Error (this parameter is actually not used and it can be ignored. The tolerance is fixed by the number of given calls) @param relTol desired relative Error (this parameter is actually not used and it can be ignored. The tolerance is fixed by the number of given calls) @param calls maximum number of function calls NOTE: When the default values are used , the options are taken from teh static method of ROOT::Math::IntegratorMultiDimOptions */ explicit GSLMCIntegrator(MCIntegration::Type type = MCIntegration::kVEGAS, double absTol = -1, double relTol = -1, unsigned int calls = 0 ); /** constructor of GSL MCIntegrator. VEGAS MC is set as default integration type @param type type of integration using a char * (required by plug-in manager) @param absTol desired absolute Error @param relTol desired relative Error @param calls maximum number of function calls */ GSLMCIntegrator(const char * type, double absTol, double relTol, unsigned int calls); /** destructor */ virtual ~GSLMCIntegrator(); // disable copy ctrs private: GSLMCIntegrator(const GSLMCIntegrator &); GSLMCIntegrator & operator=(const GSLMCIntegrator &); public: // template methods for generic functors /** method to set the a generic integration function @param f integration function. The function type must implement the assigment operator, double operator() ( double x ) */ void SetFunction(const IMultiGenFunction &f); typedef double ( * GSLMonteFuncPointer ) ( double *, size_t, void *); void SetFunction( GSLMonteFuncPointer f, unsigned int dim, void * p = 0 ); // methods using GSLMonteFuncPointer /** evaluate the Integral of a function f over the defined hypercube (a,b) @param f integration function. The function type must implement the mathlib::IGenFunction interface @param a lower value of the integration interval @param b upper value of the integration interval */ double Integral(const GSLMonteFuncPointer & f, unsigned int dim, double* a, double* b, void * p = 0); /** evaluate the integral using the previously defined function */ double Integral(const double* a, const double* b); // to be added later //double Integral(const GSLMonteFuncPointer & f); //double Integral(GSLMonteFuncPointer f, void * p, double* a, double* b); /** return the type of the integration used */ //MCIntegration::Type MCType() const; /** return the Result of the last Integral calculation */ double Result() const; /** return the estimate of the absolute Error of the last Integral calculation */ double Error() const; /** return the Error Status of the last Integral calculation */ int Status() const; /** return number of function evaluations in calculating the integral (This is an fixed by the user) */ int NEval() const { return fCalls; } // setter for control Parameters (getters are not needed so far ) /** set the desired relative Error */ void SetRelTolerance(double relTolerance); /** set the desired absolute Error */ void SetAbsTolerance(double absTolerance); /** set the integration options */ void SetOptions(const ROOT::Math::IntegratorMultiDimOptions & opt); /** set random number generator */ void SetGenerator(GSLRandomEngine & r); /** set integration method */ void SetType(MCIntegration::Type type); /** set integration method using a name instead of an enumeration */ void SetTypeName(const char * typeName); /** set integration mode for VEGAS method The possible MODE are : MCIntegration::kIMPORTANCE (default) : VEGAS will use importance sampling MCIntegration::kSTRATIFIED : VEGAS will use stratified sampling if certain condition are satisfied MCIntegration::kIMPORTANCE_ONLY : VEGAS will always use importance smapling */ void SetMode(MCIntegration::Mode mode); /** set default parameters for VEGAS method */ void SetParameters(const VegasParameters &p); /** set default parameters for MISER method */ void SetParameters(const MiserParameters &p); /** set parameters for PLAIN method */ //void SetPParameters(const PlainParameters &p); /** returns the error sigma from the last iteration of the Vegas algorithm */ double Sigma(); /** returns chi-squared per degree of freedom for the estimate of the integral in the Vegas algorithm */ double ChiSqr(); /** return the type (need to be called GetType to avois a conflict with typedef) */ MCIntegration::Type GetType() const { return fType; } /** return the name */ const char * GetTypeName() const; /** get the option used for the integration */ ROOT::Math::IntegratorMultiDimOptions Options() const; /** get the specific options (for Vegas or Miser) in term of string- name */ ROOT::Math::IOptions * ExtraOptions() const; protected: // internal method to check validity of GSL function pointer bool CheckFunction(); // set internally the type of integration method void DoInitialize( ); private: //type of intergation method MCIntegration::Type fType; GSLRngWrapper * fRng; unsigned int fDim; unsigned int fCalls; double fAbsTol; double fRelTol; // cache Error, Result and Status of integration double fResult; double fError; int fStatus; bool fExtGen; // flag indicating if class uses an external generator provided by the user GSLMCIntegrationWorkspace * fWorkspace; GSLMonteFunctionWrapper * fFunction; }; } // namespace Math } // namespace ROOT #endif /* ROOT_Math_GSLMCIntegrator */