monte_carlo_parameters Class Reference

#include <monte_carlo.h>

Public Member Functions
	monte_carlo_parameters (void)
	monte_carlo_parameters (size_t iterations_low, size_t iterations_high, size_t calls_low, size_t calls_high)

Public Attributes
size_t	iterations_low
	number of iterations to warm-up the grid
size_t	iterations_high
	number of iterations for the Monte-Carlo integration
size_t	calls_low
	number of integrand evaluations for one iteration during the warm-up phase
size_t	calls_high
	number of integrand evaluations for one iteration during the Monte-Carlo integration

Detailed Description

This class defines the parametes for the Monte Carlo integration.

The Monte Carlo integration uses first iterations_low iterations with calls_low function evaluations to set up a grid for the Vegas algorithm. The results from this first phase (apart from the grid) are discarded.

In the second stage, the integrand is evaluated in iterations_high iterations with calls_high function evaluations each.

Constructor & Destructor Documentation

monte_carlo_parameters() [1/2]

monte_carlo_parameters

(

void

)

Default constructor

monte_carlo_parameters() [2/2]

monte_carlo_parameters	(	size_t	i_l,
		size_t	i_h,
		size_t	c_l,
		size_t	c_h
	)

Constructor

iterations_low is initialised with i_l, iterations_high is initialised with i_h, calls_low is initialised with c_l, calls_high is initialised with c_h.

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The documentation for this class was generated from the following files:

• monte_carlo.h
• monte_carlo.cc