montecarlo.finc File Reference

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Functions/Subroutines
type(fgsl_monte_function) function	fgsl_monte_function_init (func, dim, params)
subroutine	fgsl_monte_function_free (func)
type(fgsl_monte_plain_state) function	fgsl_monte_plain_alloc (dim)
integer(fgsl_int) function	fgsl_monte_plain_init (s)
integer(fgsl_int) function	fgsl_monte_plain_integrate (f, xl, xu, dim, calls, r, s, result, abserr)
subroutine	fgsl_monte_plain_free (s)
type(fgsl_monte_miser_state) function	fgsl_monte_miser_alloc (dim)
integer(fgsl_int) function	fgsl_monte_miser_init (s)
integer(fgsl_int) function	fgsl_monte_miser_integrate (f, xl, xu, dim, calls, r, s, result, abserr)
subroutine	fgsl_monte_miser_free (s)
type(fgsl_monte_vegas_state) function	fgsl_monte_vegas_alloc (dim)
integer(fgsl_int) function	fgsl_monte_vegas_init (s)
integer(fgsl_int) function	fgsl_monte_vegas_integrate (f, xl, xu, dim, calls, r, s, result, abserr)
subroutine	fgsl_monte_vegas_free (s)
real(fgsl_double) function	fgsl_monte_vegas_chisq (s)
subroutine	fgsl_monte_vegas_runval (s, result, sigma)
logical function	fgsl_monte_function_status (monte_function)
logical function	fgsl_monte_plain_status (monte_plain)
logical function	fgsl_monte_miser_status (monte_miser)
logical function	fgsl_monte_vegas_status (monte_vegas)
subroutine	fgsl_monte_miser_setparams (s, estimate_frac, min_calls, min_calls_per_bisection, alpha, dither)
	Accessor routine for setting the parameters for the MISER algorithm. More...
subroutine	fgsl_monte_miser_getparams (s, estimate_frac, min_calls, min_calls_per_bisection, alpha, dither)
	Accessor routine for reading out the parameters for the MISER algorithm. More...
subroutine	fgsl_monte_vegas_setparams (s, result, sigma, chisq, alpha, iterations, stage, mode, verbose, ostream)
	Accessor routine for setting the parameters for the VEGAS algorithm. More...
subroutine	fgsl_monte_vegas_getparams (s, result, sigma, chisq, alpha, iterations, stage, mode, verbose, ostream)
	Accessor routine for reading out the parameters for the VEGAS algorithm. More...

Function/Subroutine Documentation

subroutine fgsl_monte_function_free

(

type(fgsl_monte_function), intent(inout)

func

)

type(fgsl_monte_function) function fgsl_monte_function_init	(		func,
		integer(fgsl_size_t), intent(in)	dim,
		type(c_ptr), intent(in)	params
	)

logical function fgsl_monte_function_status

(

type(fgsl_monte_function), intent(in)

monte_function

)

type(fgsl_monte_miser_state) function fgsl_monte_miser_alloc

(

integer(fgsl_size_t)

dim

)

subroutine fgsl_monte_miser_free

(

type(fgsl_monte_miser_state), intent(inout)

s

)

subroutine fgsl_monte_miser_getparams	(	type(fgsl_monte_miser_state), intent(in)	s,
		real(fgsl_double), intent(out)	estimate_frac,
		integer(fgsl_size_t), intent(out)	min_calls,
		integer(fgsl_size_t), intent(out)	min_calls_per_bisection,
		real(fgsl_double), intent(out)	alpha,
		real(fgsl_double), intent(out)	dither
	)

Accessor routine for reading out the parameters for the MISER algorithm.

integer(fgsl_int) function fgsl_monte_miser_init

(

type(fgsl_monte_miser_state), intent(in)

s

)

integer(fgsl_int) function fgsl_monte_miser_integrate	(	type(fgsl_monte_function), intent(in)	f,
		real(fgsl_double), dimension(dim), intent(in)	xl,
		real(fgsl_double), dimension(dim), intent(in)	xu,
		integer(fgsl_size_t), intent(in)	dim,
		integer(fgsl_size_t), intent(in)	calls,
		type(fgsl_rng), intent(in)	r,
		type(fgsl_monte_miser_state), intent(in)	s,
		real(fgsl_double), intent(out)	result,
		real(fgsl_double), intent(out)	abserr
	)

subroutine fgsl_monte_miser_setparams	(	type(fgsl_monte_miser_state), intent(inout)	s,
		real(fgsl_double), intent(in)	estimate_frac,
		integer(fgsl_size_t), intent(in)	min_calls,
		integer(fgsl_size_t), intent(in)	min_calls_per_bisection,
		real(fgsl_double), intent(in)	alpha,
		real(fgsl_double), intent(in)	dither
	)

Accessor routine for setting the parameters for the MISER algorithm.

logical function fgsl_monte_miser_status

(

type(fgsl_monte_miser_state), intent(in)

monte_miser

)

type(fgsl_monte_plain_state) function fgsl_monte_plain_alloc

(

integer(fgsl_size_t), intent(in)

dim

)

subroutine fgsl_monte_plain_free

(

type(fgsl_monte_plain_state), intent(inout)

s

)

integer(fgsl_int) function fgsl_monte_plain_init

(

type(fgsl_monte_plain_state), intent(in)

s

)

integer(fgsl_int) function fgsl_monte_plain_integrate	(	type(fgsl_monte_function), intent(in)	f,
		real(fgsl_double), dimension(dim), intent(in)	xl,
		real(fgsl_double), dimension(dim), intent(in)	xu,
		integer(fgsl_size_t), intent(in)	dim,
		integer(fgsl_size_t), intent(in)	calls,
		type(fgsl_rng), intent(in)	r,
		type(fgsl_monte_plain_state), intent(in)	s,
		real(fgsl_double), intent(out)	result,
		real(fgsl_double), intent(out)	abserr
	)

logical function fgsl_monte_plain_status

(

type(fgsl_monte_plain_state), intent(in)

monte_plain

)

type(fgsl_monte_vegas_state) function fgsl_monte_vegas_alloc

(

integer(fgsl_size_t)

dim

)

real(fgsl_double) function fgsl_monte_vegas_chisq

(

type(fgsl_monte_vegas_state), intent(in)

s

)

subroutine fgsl_monte_vegas_free

(

type(fgsl_monte_vegas_state), intent(inout)

s

)

subroutine fgsl_monte_vegas_getparams	(	type(fgsl_monte_vegas_state), intent(in)	s,
		real(fgsl_double), intent(out)	result,
		real(fgsl_double), intent(out)	sigma,
		real(fgsl_double), intent(out)	chisq,
		real(fgsl_double), intent(out)	alpha,
		integer(fgsl_size_t), intent(out)	iterations,
		integer(fgsl_int), intent(out)	stage,
		integer(fgsl_int), intent(out)	mode,
		integer(fgsl_int), intent(out)	verbose,
		type(fgsl_file), intent(out)	ostream
	)

Accessor routine for reading out the parameters for the VEGAS algorithm.

integer(fgsl_int) function fgsl_monte_vegas_init

(

type(fgsl_monte_vegas_state), intent(in)

s

)

integer(fgsl_int) function fgsl_monte_vegas_integrate	(	type(fgsl_monte_function), intent(in)	f,
		real(fgsl_double), dimension(dim), intent(in)	xl,
		real(fgsl_double), dimension(dim), intent(in)	xu,
		integer(fgsl_size_t), intent(in)	dim,
		integer(fgsl_size_t), intent(in)	calls,
		type(fgsl_rng), intent(in)	r,
		type(fgsl_monte_vegas_state), intent(in)	s,
		real(fgsl_double), intent(out)	result,
		real(fgsl_double), intent(out)	abserr
	)

subroutine fgsl_monte_vegas_runval	(	type(fgsl_monte_vegas_state), intent(in)	s,
		real(fgsl_double), intent(out)	result,
		real(fgsl_double), intent(out)	sigma
	)

subroutine fgsl_monte_vegas_setparams	(	type(fgsl_monte_vegas_state), intent(inout)	s,
		real(fgsl_double), intent(in)	result,
		real(fgsl_double), intent(in)	sigma,
		real(fgsl_double), intent(in)	chisq,
		real(fgsl_double), intent(in)	alpha,
		integer(fgsl_size_t), intent(in)	iterations,
		integer(fgsl_int), intent(in)	stage,
		integer(fgsl_int), intent(in)	mode,
		integer(fgsl_int), intent(in)	verbose,
		type(fgsl_file), intent(in)	ostream
	)

Accessor routine for setting the parameters for the VEGAS algorithm.

logical function fgsl_monte_vegas_status

(

type(fgsl_monte_vegas_state), intent(in)

monte_vegas

)