#include <gsl_vegas.h>
Some original documentation from GSL:
The input coordinates are x[j], with upper and lower limits xu[j] and xl[j]. The integration length in the j-th direction is delx[j]. Each coordinate x[j] is rescaled to a variable y[j] in the range 0 to 1. The range is divided into bins with boundaries xi[i][j], where i=0 corresponds to y=0 and i=bins to y=1. The grid is refined (ie, bins are adjusted) using d[i][j] which is some variation on the squared sum. A third parameter used in defining the real coordinate using random numbers is called z. It ranges from 0 to bins. Its integer part gives the lower index of the bin into which a call is to be placed, and the remainder gives the location inside the bin. When stratified sampling is used the bins are grouped into boxes, and the algorithm allocates an equal number of function calls to each box. The variable alpha controls how "stiff" the rebinning algorithm is. alpha = 0 means never change the grid. Alpha is typically set between 1 and 2.
Definition at line 112 of file gsl_vegas.h.
Integration mode (default is mode_importance) | |
int | mode |
static const int | mode_importance = 1 |
static const int | mode_importance_only = 0 |
static const int | mode_stratified = -1 |
Public Member Functions | |
virtual int | allocate (size_t ldim) |
Allocate memory. | |
virtual int | free () |
Free allocated memory. | |
virtual int | vegas_minteg_err (int stage, func_t &func, size_t ndim, const vec_t &xl, const vec_t &xu, param_t &pa, double &res, double &err) |
Integrate function func from x=a to x=b. | |
virtual int | minteg_err (func_t &func, size_t ndim, const vec_t &a, const vec_t &b, param_t &pa, double &res, double &err) |
Integrate function func from x=a to x=b. | |
virtual double | minteg (func_t &func, size_t ndim, const vec_t &a, const vec_t &b, param_t &pa) |
Integrate function func over the hypercube from ![]() ![]() ![]() | |
virtual const char * | type () |
Return string denoting type ("gsl_vegas"). | |
Data Fields | |
double | result |
Result from last iteration. | |
double | sigma |
Uncertainty from last iteration. | |
double | alpha |
The stiffness of the rebinning algorithm (default 1.5). | |
unsigned int | iterations |
Set the number of iterations (default 5). | |
double | chisq |
The chi-squared per degree of freedom for the weighted estimate of the integral. | |
std::ostream * | outs |
The output stream to send output information (default std::cout ). | |
Protected Member Functions | |
virtual void | init_box_coord (int boxt[]) |
Initialize box coordinates. | |
int | change_box_coord (int boxt[]) |
Change box coordinates. | |
virtual void | init_grid (const vec_t &xl, const vec_t &xu, size_t ldim) |
Initialize grid. | |
virtual void | reset_grid_values () |
Reset grid values. | |
void | accumulate_distribution (int lbin[], double y) |
Add the most recently generated result to the distribution. | |
void | random_point (vec_t &lx, int lbin[], double *bin_vol, const int lbox[], const vec_t &xl, const vec_t &xu) |
Generate a random position in a given box. | |
virtual void | resize_grid (unsigned int lbins) |
Resize the grid. | |
virtual void | refine_grid () |
Refine the grid. | |
virtual void | print_lim (const vec_t &xl, const vec_t &xu, unsigned long ldim) |
Print limits of integration. | |
virtual void | print_head (unsigned long num_dim, unsigned long calls, unsigned int lit_num, unsigned int lbins, unsigned int lboxes) |
Print header. | |
virtual void | print_res (unsigned int itr, double res, double err, double cum_res, double cum_err, double chi_sq) |
Print results. | |
virtual void | print_dist (unsigned long ldim) |
Print distribution. | |
virtual void | print_grid (unsigned long ldim) |
Print grid. | |
Protected Attributes | |
size_t | dim |
Number of dimensions. | |
unsigned int | bins |
Number of bins. | |
unsigned int | boxes |
Number of boxes. | |
double * | xi |
Boundaries for each bin. | |
double * | xin |
Storage for grid refinement. | |
double * | delx |
The iteration length in each direction. | |
double * | weight |
The weight for each bin. | |
double | vol |
The volume of the current bin. | |
int * | bin |
The bins for each direction. | |
int * | box |
The boxes for each direction. | |
double * | d |
Distribution. | |
unsigned int | it_start |
The starting iteration number. | |
unsigned int | it_num |
The total number of iterations. | |
unsigned int | samples |
Number of samples for computing chi squared. | |
unsigned int | calls_per_box |
Number of function calls per box. | |
alloc_t | ao |
Memory allocation object. | |
alloc_vec_t | x |
Point for function evaluation. | |
Scratch variables preserved between calls to | |
double | jac |
double | wtd_int_sum |
double | sum_wgts |
double | chi_sum |
Static Protected Attributes | |
static const size_t | bins_max = 50 |
Maximum number of bins. |
void accumulate_distribution | ( | int | lbin[], | |
double | y | |||
) | [inline, protected] |
This is among the member functions that is not virtual because it is part of the innermost loop.
Definition at line 280 of file gsl_vegas.h.
int change_box_coord | ( | int | boxt[] | ) | [inline, protected] |
Steps through the box coordinates, e.g.
{0,0}, {0,1}, {0,2}, {0,3}, {1,0}, {1,1}, {1,2}, ...
This is among the member functions that is not virtual because it is part of the innermost loop.
Definition at line 227 of file gsl_vegas.h.
void random_point | ( | vec_t & | lx, | |
int | lbin[], | |||
double * | bin_vol, | |||
const int | lbox[], | |||
const vec_t & | xl, | |||
const vec_t & | xu | |||
) | [inline, protected] |
Use the random number generator mcarlo_inte::def_rng to return a random position x in a given box. The value of bin gives the bin location of the random position (there may be several bins within a given box)
This is among the member functions that is not virtual because it is part of the innermost loop.
Definition at line 301 of file gsl_vegas.h.
virtual int vegas_minteg_err | ( | int | stage, | |
func_t & | func, | |||
size_t | ndim, | |||
const vec_t & | xl, | |||
const vec_t & | xu, | |||
param_t & | pa, | |||
double & | res, | |||
double & | err | |||
) | [inline, virtual] |
Original documentation from GSL:
Normally, stage = 0
which begins with a new uniform grid and empty weighted average. Calling vegas with stage = 1
retains the grid from the previous run but discards the weighted average, so that one can "tune" the grid using a relatively small number of points and then do a large run with stage = 1
on the optimized grid. Setting stage = 2
keeps the grid and the weighted average from the previous run, but may increase (or decrease) the number of histogram bins in the grid depending on the number of calls available. Choosing stage = 3
enters at the main loop, so that nothing is changed, and is equivalent to performing additional iterations in a previous call.
Definition at line 667 of file gsl_vegas.h.
double alpha |
This usual range is between 1 and 2.
Definition at line 136 of file gsl_vegas.h.
double chisq |
After an integration, this should be close to 1. If it is not, then this indicates that the values of the integral from different iterations are inconsistent, and the error may be underestimated. Further iterations of the algorithm may enable one to obtain more reliable results.
Definition at line 151 of file gsl_vegas.h.
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