MCQMCIntegration  0.1
Data Structures | Enumerations | Functions
MCQMCIntegration Namespace Reference

Data Structures

class  DigitalNet
 Digital Net class for Quasi Mote-Carlo Method. More...
 
class  DigitalNet< uint64_t >
 Digital Net class for Quasi Mote-Carlo Method. More...
 
struct  MCQMCResult
 Result Structure of Numeric Integration. More...
 
class  OnlineVariance
 

Enumerations

enum  DigitalNetID { SOBOL = 1, NXLW = 3, SOLW = 4 }
 ID of pre-defined Digital Net. More...
 

Functions

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

Enumeration Type Documentation

◆ DigitalNetID

ID of pre-defined Digital Net.

Enumerator
SOBOL 

Sobol Point Set up to dimension 21201.

NXLW 

Niederreiter-Xing point set of Low WAFOM.

SOLW 

Sobol point set of Low WAFOM.

Function Documentation

◆ monte_carlo_integration()

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 
)

◆ quasi_monte_carlo_integration() [1/2]

template<typename I , typename D >
MCQMCResult MCQMCIntegration::quasi_monte_carlo_integration ( uint32_t  N,
I &  integrand,
D &  digitalNet,
int  probability = 99 
)

◆ quasi_monte_carlo_integration() [2/2]

template<typename I >
MCQMCResult MCQMCIntegration::quasi_monte_carlo_integration ( uint32_t  N,
I &  integrand,
DigitalNetID  digitalNetId,
uint32_t  s,
uint32_t  m,
int  probability 
)