Numerical Monte Carlo Integration
[Numerical Algorithms]

Collaboration diagram for Numerical Monte Carlo Integration:

Classes
class	ROOT::Math::GSLMCIntegrator
	Class for performing numerical integration of a multidimensional function. More...
struct	ROOT::Math::VegasParameters
	structures collecting parameters for VEGAS multidimensional integration More...
struct	ROOT::Math::MiserParameters
	structures collecting parameters for MISER multidimensional integration More...
class	ROOT::Math::GSLMonteFunctionWrapper
	wrapper to a multi-dim function withtout derivatives for Monte Carlo multi-dimensional integration algorithm More...
Typedefs
typedef double(*	ROOT::Math::GSLMonteFuncPointer )(double *, size_t, void *)
	Class for adapting any multi-dimension C++ functor class to C function pointers used by GSL MonteCarlo integration algorithms.
Enumerations
enum	ROOT::Math::IntegrationMultiDim::Type { ROOT::Math::IntegrationMultiDim::ADAPTIVE, ROOT::Math::IntegrationMultiDim::VEGAS, ROOT::Math::IntegrationMultiDim::MISER, ROOT::Math::IntegrationMultiDim::PLAIN }
	enumeration specifying the integration types. More...

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Typedef Documentation

typedef double( * ROOT::Math::GSLMonteFuncPointer)(double *, size_t, void *)

Class for adapting any multi-dimension C++ functor class to C function pointers used by GSL MonteCarlo integration algorithms.

The templated C++ function class must implement:

double operator( const double * x)

This class defines static methods with will be used to fill the gsl_monte_function used by GSL. See for examples the GSL online manual

Definition at line 56 of file GSLMonteFunctionAdapter.h.

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Enumeration Type Documentation

enum ROOT::Math::IntegrationMultiDim::Type

enumeration specifying the integration types.

• ADAPTIVE : adaptive multi-dimensional integration
• PLAIN MC integration
• MISER MC integration
• VEGAS MC integration

Enumerator:

ADAPTIVE
VEGAS
MISER
PLAIN

Definition at line 61 of file AllIntegrationTypes.h.

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