MCQMCIntegration
0.1
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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) |
MCQMCResult MCQMCIntegration::monte_carlo_integration | ( | uint32_t | s, |
uint32_t | m, | ||
uint32_t | N, | ||
I & | integrand, | ||
R & | rand, | ||
D & | dist, | ||
int | probability = 99 |
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) |
MCQMCResult MCQMCIntegration::quasi_monte_carlo_integration | ( | uint32_t | N, |
I & | integrand, | ||
D & | digitalNet, | ||
int | probability = 99 |
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) |
MCQMCResult MCQMCIntegration::quasi_monte_carlo_integration | ( | uint32_t | N, |
I & | integrand, | ||
DigitalNetID | digitalNetId, | ||
uint32_t | s, | ||
uint32_t | m, | ||
int | probability | ||
) |
References MCQMCIntegration::OnlineVariance::absErr(), MCQMCIntegration::OnlineVariance::addData(), MCQMCIntegration::OnlineVariance::getMean(), MCQMCIntegration::DigitalNet< uint64_t >::getPoint(), MCQMCIntegration::DigitalNet< uint64_t >::nextPoint(), and MCQMCIntegration::DigitalNet< uint64_t >::pointInitialize().