monte_carlo.h

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/*
 *  Copyright (C) 2007 Stefan Weinzierl
 *
 *  This program is free software; you can redistribute it and/or modify
 *  it under the terms of the GNU General Public License as published by
 *  the Free Software Foundation; either version 2 of the License, or
 *  (at your option) any later version.
 *
 *  This program is distributed in the hope that it will be useful,
 *  but WITHOUT ANY WARRANTY; without even the implied warranty of
 *  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
 *  GNU General Public License for more details.
 *
 *  You should have received a copy of the GNU General Public License
 *  along with this program; if not, write to the Free Software
 *  Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA  02111-1307  USA
 */
 
#ifndef __SECTOR_DECOMPOSITION_MONTE_CARLO_H__
#define __SECTOR_DECOMPOSITION_MONTE_CARLO_H__
 
#include <cstddef>
 
#include <ginac/ginac.h>
 
namespace sector_decomposition {
 
  class monte_carlo_parameters {
 
    // ctors
    public :  
      monte_carlo_parameters(void);
      monte_carlo_parameters(size_t iterations_low, size_t iterations_high, size_t calls_low, size_t calls_high);
 
      // member variables :
    public :
      size_t iterations_low;
      size_t iterations_high;
 
      size_t calls_low;
      size_t calls_high;
  };
 
  class monte_carlo_result {
 
        // ctors
    public :  
      monte_carlo_result(void);
      monte_carlo_result(double mean, double error, double chi_squared);
 
        // functions 
    public :
      double get_mean(void) const;
      double get_error(void) const;
      double get_chi_squared(void) const;
 
        // member variables :
    protected : 
      double mean;
      double error;
      double chi_squared;
  };
 
  monte_carlo_result intnum(GiNaC::ex expr, const std::vector<GiNaC::ex> & x, const std::vector<double> & xmin, const std::vector<double> & xmax, const monte_carlo_parameters & mc_parameters, int verbose_level = 0);
 
  monte_carlo_result intnum(GiNaC::ex expr, const std::vector<GiNaC::ex> & x, const monte_carlo_parameters & mc_parameters, int verbose_level = 0);
 
  monte_carlo_result intnum_imp(GiNaC::ex expr, size_t dimension, double *xmin, double *xmax, const monte_carlo_parameters & mc_parameters, int verbose_level = 0);
 
} // namespace sector_decomposition
 
#endif // ndef __SECTOR_DECOMPOSITION_MONTE_CARLO_H__