98 lines
2.6 KiB
C
98 lines
2.6 KiB
C
/* monte/gsl_monte_miser.h
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*
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* Copyright (C) 1996, 1997, 1998, 1999, 2000 Michael Booth
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* Copyright (C) 2009 Brian Gough
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*
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* This program is free software; you can redistribute it and/or modify
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* it under the terms of the GNU General Public License as published by
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* the Free Software Foundation; either version 3 of the License, or (at
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* your option) any later version.
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*
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* This program is distributed in the hope that it will be useful, but
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* WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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* General Public License for more details.
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*
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* You should have received a copy of the GNU General Public License
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* along with this program; if not, write to the Free Software
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* Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
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*/
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/* Author: MJB */
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#ifndef __GSL_MONTE_MISER_H__
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#define __GSL_MONTE_MISER_H__
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#include <gsl/gsl_rng.h>
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#include <gsl/gsl_monte.h>
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#include <gsl/gsl_monte_plain.h>
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#undef __BEGIN_DECLS
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#undef __END_DECLS
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#ifdef __cplusplus
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# define __BEGIN_DECLS extern "C" {
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# define __END_DECLS }
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#else
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# define __BEGIN_DECLS /* empty */
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# define __END_DECLS /* empty */
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#endif
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__BEGIN_DECLS
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typedef struct {
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size_t min_calls;
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size_t min_calls_per_bisection;
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double dither;
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double estimate_frac;
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double alpha;
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size_t dim;
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int estimate_style;
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int depth;
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int verbose;
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double * x;
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double * xmid;
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double * sigma_l;
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double * sigma_r;
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double * fmax_l;
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double * fmax_r;
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double * fmin_l;
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double * fmin_r;
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double * fsum_l;
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double * fsum_r;
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double * fsum2_l;
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double * fsum2_r;
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size_t * hits_l;
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size_t * hits_r;
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} gsl_monte_miser_state;
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int gsl_monte_miser_integrate(gsl_monte_function * f,
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const double xl[], const double xh[],
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size_t dim, size_t calls,
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gsl_rng *r,
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gsl_monte_miser_state* state,
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double *result, double *abserr);
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gsl_monte_miser_state* gsl_monte_miser_alloc(size_t dim);
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int gsl_monte_miser_init(gsl_monte_miser_state* state);
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void gsl_monte_miser_free(gsl_monte_miser_state* state);
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typedef struct {
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double estimate_frac;
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size_t min_calls;
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size_t min_calls_per_bisection;
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double alpha;
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double dither;
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} gsl_monte_miser_params;
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void gsl_monte_miser_params_get (const gsl_monte_miser_state * state,
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gsl_monte_miser_params * params);
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void gsl_monte_miser_params_set (gsl_monte_miser_state * state,
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const gsl_monte_miser_params * params);
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__END_DECLS
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#endif /* __GSL_MONTE_MISER_H__ */
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