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	tmontecarlo.h - numeric - C++ library with numerical algorithms
	git clone git://src.adamsgaard.dk/numeric
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	tmontecarlo.h (1065B)
	---
	1 #ifndef MONTECARLO_H_
	2 #define MONTECARLO_H_
	3
	4 #include <vector>
	5 #include "header.h"
	6
	7 class MC {
	8
	9 private:
	10
	11 // Length of vectors
	12 const Lengthtype d;
	13
	14 // Function to be evaluated (pointer to function)
	15 Floattype (*f)(const std::vector<Floattype>);
	16
	17 // Integral limits in dimension d
	18 const std::vector<Floattype> a;
	19 const std::vector<Floattype> b;
	20
	21 // n-dimensional point
	22 std::vector<Floattype> x;
	23
	24 // Number of samples
	25 const Lengthtype N;
	26
	27 // Integration result
	28 Floattype Q;
	29
	30 // Error
	31 Floattype err;
	32
	33 // Volume
	34 Floattype V;
	35 void set_volume();
	36
	37 // Draw random position in sample space
	38 std::vector<Floattype> random_x();
	39
	40 public:
	41
	42 // Constructor
	43 MC(Floattype (*function)(const std::vector<Floattype>),
	44 const std::vector<Floattype> a_in,
	45 const std::vector<Floattype> b_in,
	46 const Lengthtype N_in);
	47
	48 // Plain Monte Carlo integrator
	49 void plain();
	50
	51 // Print result and error
	52 void show();
	53
	54 // Return the error
	55 Floattype error();
	56 };
	57
	58 #endif