IntegratorMCMiser< T > Class Template Reference

Collaboration diagram for IntegratorMCMiser< T >:

Classes
struct	CallBackHolder

Public Member Functions
	IntegratorMCMiser (const T *p_object, miser_integrand< T > p_member_function, size_t dim)
	~IntegratorMCMiser ()
double	integrate (double *min_array, double *max_array, void *params, size_t nbr_points)

Static Private Member Functions
static double	StaticCallBack (double *d_array, size_t dim, void *v)

Private Attributes
const T *	mp_object
miser_integrand< T >	m_member_function
size_t	m_dim
gsl_monte_miser_state *	m_gsl_workspace
gsl_rng *	m_random_gen

Detailed Description

template<class T>
class IntegratorMCMiser< T >

Template class to use Monte Carlo MISER integration of class member functions.

Wraps an integrator from GNU Scientific Library. Since this class holds a persistent workspace, we need at least one instance per thread. Standard usage for integration inside a class T:

• Create a handle to an integrator: 'auto integrator = make_integrator_miser(this, mem_function, dimension)'
• Call: 'integrator.integrate(lmin, lmax, data, nbr_points)'

Definition at line 34 of file IntegratorMCMiser.h.

Constructor & Destructor Documentation

IntegratorMCMiser()

template<class T >

IntegratorMCMiser< T >::IntegratorMCMiser	(	const T *	p_object,
		miser_integrand< T >	p_member_function,
		size_t	dim
	)

to integrate p_member_function, which must belong to p_object

Definition at line 85 of file IntegratorMCMiser.h.

    : mp_object(p_object), m_member_function(p_member_function),
      m_dim(dim), m_gsl_workspace{nullptr}
{
    m_gsl_workspace = gsl_monte_miser_alloc(m_dim);
 
    const gsl_rng_type* random_type;
    gsl_rng_env_setup();
    random_type = gsl_rng_default;
    m_random_gen = gsl_rng_alloc(random_type);
}

References IntegratorMCMiser< T >::m_dim, IntegratorMCMiser< T >::m_gsl_workspace, and IntegratorMCMiser< T >::m_random_gen.

~IntegratorMCMiser()

template<class T >

IntegratorMCMiser< T >::~IntegratorMCMiser

Definition at line 98 of file IntegratorMCMiser.h.

{
    gsl_monte_miser_free(m_gsl_workspace);
    gsl_rng_free(m_random_gen);
}

Member Function Documentation

integrate()

template<class T >

double IntegratorMCMiser< T >::integrate	(	double *	min_array,
		double *	max_array,
		void *	params,
		size_t	nbr_points
	)

perform the actual integration over the ranges [min_array, max_array]

Definition at line 105 of file IntegratorMCMiser.h.

{
    CallBackHolder cb = {mp_object, m_member_function, params};
 
    gsl_monte_function f;
    f.f = StaticCallBack;
    f.dim = m_dim;
    f.params = &cb;
 
    double result, error;
    gsl_monte_miser_integrate(&f, min_array, max_array, m_dim, nbr_points, m_random_gen,
                              m_gsl_workspace, &result, &error);
    return result;
}

StaticCallBack()

template<class T >

static double IntegratorMCMiser< T >::StaticCallBack ( double *  d_array, size_t  dim, void *  v  )

inlinestaticprivate

static function that can be passed to gsl integrator

Definition at line 53 of file IntegratorMCMiser.h.

    {
        CallBackHolder* p_cb = static_cast<CallBackHolder*>(v);
        auto mf = static_cast<miser_integrand<T>>(p_cb->m_member_function);
        return (p_cb->m_object_pointer->*mf)(d_array, dim, p_cb->m_data);
    }

References IntegratorMCMiser< T >::CallBackHolder::m_data, IntegratorMCMiser< T >::CallBackHolder::m_member_function, and IntegratorMCMiser< T >::CallBackHolder::m_object_pointer.

Member Data Documentation

mp_object

template<class T >

const T* IntegratorMCMiser< T >::mp_object

private

Definition at line 59 of file IntegratorMCMiser.h.

m_member_function

template<class T >

miser_integrand<T> IntegratorMCMiser< T >::m_member_function

private

Definition at line 60 of file IntegratorMCMiser.h.

m_dim

template<class T >

size_t IntegratorMCMiser< T >::m_dim

private

dimension of the integration

Definition at line 61 of file IntegratorMCMiser.h.

Referenced by IntegratorMCMiser< T >::IntegratorMCMiser().

m_gsl_workspace

template<class T >

gsl_monte_miser_state* IntegratorMCMiser< T >::m_gsl_workspace

private

Definition at line 62 of file IntegratorMCMiser.h.

Referenced by IntegratorMCMiser< T >::IntegratorMCMiser().

m_random_gen

template<class T >

gsl_rng* IntegratorMCMiser< T >::m_random_gen

private

Definition at line 63 of file IntegratorMCMiser.h.

Referenced by IntegratorMCMiser< T >::IntegratorMCMiser().

---

The documentation for this class was generated from the following file:

• /home/www/ba/Base/Utils/IntegratorMCMiser.h