IntegratorMCMiser< T > Class Template Reference

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

Classes
struct	CallBackHolder
	structure holding the object and possible extra parameters More...

Public Member Functions
	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 More...
	~IntegratorMCMiser ()
double	integrate (double *min_array, double *max_array, void *params, size_t nbr_points)
	perform the actual integration over the ranges [min_array, max_array] More...

Static Private Member Functions
static double	StaticCallBack (double *d_array, size_t dim, void *v)
	static function that can be passed to gsl integrator More...

Private Attributes
size_t	m_dim
	dimension of the integration More...
gsl_monte_miser_state *	m_gsl_workspace
miser_integrand< T >	m_member_function
const T *	m_object
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 39 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 89 of file IntegratorMCMiser.h.

    : m_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 101 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 108 of file IntegratorMCMiser.h.

{
    CallBackHolder cb = {m_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 57 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

m_dim

template<class T >

size_t IntegratorMCMiser< T >::m_dim

private

dimension of the integration

Definition at line 65 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 66 of file IntegratorMCMiser.h.

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

m_member_function

template<class T >

miser_integrand<T> IntegratorMCMiser< T >::m_member_function

private

Definition at line 64 of file IntegratorMCMiser.h.

m_object

template<class T >

const T* IntegratorMCMiser< T >::m_object

private

Definition at line 63 of file IntegratorMCMiser.h.

m_random_gen

template<class T >

gsl_rng* IntegratorMCMiser< T >::m_random_gen

private

Definition at line 67 of file IntegratorMCMiser.h.

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

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

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