MCQMCIntegration
0.1
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Monte-Carlo and Quasi Monte-Carlo Integration. More...
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) |
Monte-Carlo and Quasi Monte-Carlo Integration.
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
#define MCQMC_INTEGRATION_HPP |