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 {   NX = 0, SOBOL = 1, NXLW = 3, SOLW = 4,   ISOBOL_A2 = 5, ISOBOL_A3 = 6, ISOBOL_A4 = 7, ISOBOL_A5 = 8,   ISOBOL_A2_LW = 9, ISOBOL_A3_LW = 10, ISOBOL_A4_LW = 11, ISOBOL_A5_LW = 12 }
	ID of pre-defined Digital Net. More...

Functions
uint32_t	getSMax (DigitalNetID id)
	get maximum number of pre-defined digital net dimension s. More...
uint32_t	getSMin (DigitalNetID id)
	get minimum number of pre-defined digital net dimension s. More...
uint32_t	getMMax (DigitalNetID id, uint32_t s)
	get maximum number of pre-defined digital net F2 dimension m. More...
uint32_t	getMMin (DigitalNetID id, uint32_t s)
	get minimum number of pre-defined digital net F2 dimension m. More...
const std::string	getDigitalNetName (uint32_t index)
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

enum MCQMCIntegration::DigitalNetID

ID of pre-defined Digital Net.

Enumerator
NX	Niederreiter-Xing Point Set.
SOBOL	Sobol Point Set up to dimension 21201.
NXLW	Niederreiter-Xing point set of Low WAFOM.
SOLW	Sobol point set of Low WAFOM.
ISOBOL_A2	Interlaced Sobol Alpha 2.
ISOBOL_A3	Interlaced Sobol Alpha 3.
ISOBOL_A4	Interlaced Sobol Alpha 4.
ISOBOL_A5	Interlaced Sobol Alpha 5.
ISOBOL_A2_LW	Interlaced Sobol Alpha 2 of Low WAFOM.
ISOBOL_A3_LW	Interlaced Sobol Alpha 3 of Low WAFOM.
ISOBOL_A4_LW	Interlaced Sobol Alpha 4 of Low WAFOM.
ISOBOL_A5_LW	Interlaced Sobol Alpha 5 of Low WAFOM.

Function Documentation

getDigitalNetName()

const std::string MCQMCIntegration::getDigitalNetName

(

uint32_t

index

)

getMMax()

uint32_t MCQMCIntegration::getMMax	(	DigitalNetID	id,
		uint32_t	s
	)

get maximum number of pre-defined digital net F2 dimension m.

Returns

maximum number of pre-defined digital net F2 dimension m.

getMMin()

uint32_t MCQMCIntegration::getMMin	(	DigitalNetID	id,
		uint32_t	s
	)

get minimum number of pre-defined digital net F2 dimension m.

Returns

minimum number of pre-defined digital net F2 dimension m.

getSMax()

uint32_t MCQMCIntegration::getSMax

(

DigitalNetID

id

)

get maximum number of pre-defined digital net dimension s.

Returns

maximum number of pre-defined digital net dimension s.

getSMin()

uint32_t MCQMCIntegration::getSMin

(

DigitalNetID

id

)

get minimum number of pre-defined digital net dimension s.

Returns

minimum number of pre-defined digital net dimension s.

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
	)

References MCQMCIntegration::OnlineVariance::absErr(), MCQMCIntegration::OnlineVariance::addData(), and MCQMCIntegration::OnlineVariance::getMean().

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
	)

References MCQMCIntegration::OnlineVariance::absErr(), MCQMCIntegration::OnlineVariance::addData(), and MCQMCIntegration::OnlineVariance::getMean().

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
	)

References MCQMCIntegration::OnlineVariance::absErr(), MCQMCIntegration::OnlineVariance::addData(), MCQMCIntegration::OnlineVariance::getMean(), MCQMCIntegration::DigitalNet< uint64_t >::getPoint(), MCQMCIntegration::DigitalNet< uint64_t >::nextPoint(), MCQMCIntegration::DigitalNet< uint64_t >::pointInitialize(), and MCQMCIntegration::DigitalNet< uint64_t >::setDigitalShift().