MCQMCIntegration  0.1
Data Structures | Namespaces | Macros | Functions
MCQMCIntegration.h File Reference

Monte-Carlo and Quasi Monte-Carlo Integration. More...

#include <MCQMCIntegration/DigitalNet.h>
#include <random>

Go to the source code of this file.

Data Structures

class  MCQMCIntegration::OnlineVariance
 
struct  MCQMCIntegration::MCQMCResult
 Result Structure of Numeric Integration. More...
 

Namespaces

 MCQMCIntegration
 

Macros

#define MCQMC_INTEGRATION_HPP
 

Functions

template<typename I , typename R , typename D >
MCQMCResult MCQMCIntegration::monte_carlo_integration (uint32_t s, uint32_t m, uint32_t N, I &integrand, R &rand, D &dist, int probability=99)
 
template<typename I , typename D >
MCQMCResult MCQMCIntegration::quasi_monte_carlo_integration (uint32_t N, I &integrand, D &digitalNet, int probability=99)
 
template<typename I >
MCQMCResult MCQMCIntegration::quasi_monte_carlo_integration (uint32_t N, I &integrand, DigitalNetID digitalNetId, uint32_t s, uint32_t m, int probability)
 

Detailed Description

Monte-Carlo and Quasi Monte-Carlo Integration.

Author
Shinsuke Mori (Hiroshima University)
Makoto Matsumoto (Hiroshima University)
Mutsuo Saito

Copyright (C) 2017 Shinsuke Mori, Makoto Matsumoto, Mutsuo Saito and Hiroshima University. All rights reserved.

The GPL ver.3 is applied to this software, see COPYING

Macro Definition Documentation

◆ MCQMC_INTEGRATION_HPP

#define MCQMC_INTEGRATION_HPP