Numerical Namespace Reference

Numerical methods More...

Classes
class	Min
class	MonteCarlo
class	MultipleRoots
class	Diff
class	ODESolver
class	Quadrature
class	Root
Enumerations
enum	MCMethod { PLAIN, MISER, VEGAS }
enum	QMethod { QNG_T, QAGS_T }
Functions
template<typename Instance >
double	__min_call_F__ (gsl_vector const *X, void *not_used_for_params)
template<typename Instance >
void	__min_call_dF__ (gsl_vector const *X, void *not_used_for_params, gsl_vector *dFdX)
template<typename Instance >
void	__min_call_FdF__ (gsl_vector const *X, void *not_used_for_params, double *F, gsl_vector *dFdX)
template<typename Instance >
double	__monte_carlo_call_fun__ (double *x, size_t dim, void *not_used_for_params)
template<typename Instance >
double	__numdiff_call_fun__ (double x, void *not_used_for_params)
template<typename Instance >
int	__ode_call_fun__ (double time, double const y[], double dydt[], void *not_used_for_params)
template<typename Instance >
double	__quadrature_call_fun__ (double x, void *not_used_for_params)

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Detailed Description

Numerical methods

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Enumeration Type Documentation

enum Numerical::MCMethod

Integration (quadrature) method.

Enumerator:

PLAIN	Plain Monte Carlo integration scheme.
MISER	Miser method for strongly changing functions.
VEGAS	Vegas for distribution adapative methods.

enum Numerical::QMethod

Integration (quadrature) method.

Enumerator:

QNG_T	QNG : non-adaptive Gauss-Kronrod integration.
QAGS_T	QAGS : adaptive integration with singularities.

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Function Documentation

template<typename Instance >

void Numerical::__min_call_dF__	(	gsl_vector const *	X,
		void *	not_used_for_params,
		gsl_vector *	dFdX
	)

template<typename Instance >

double Numerical::__min_call_F__	(	gsl_vector const *	X,
		void *	not_used_for_params
	)

template<typename Instance >

void Numerical::__min_call_FdF__	(	gsl_vector const *	X,
		void *	not_used_for_params,
		double *	F,
		gsl_vector *	dFdX
	)

template<typename Instance >

double Numerical::__monte_carlo_call_fun__	(	double *	x,
		size_t	dim,
		void *	not_used_for_params
	)

Trick to pass pointers to member functions to GSL. This will use (*params) to store the pointer to an instance of MonteCarlo, therefore (*params) will no longer be available.

template<typename Instance >

double Numerical::__numdiff_call_fun__	(	double	x,
		void *	not_used_for_params
	)

Trick to pass pointers to member functions to GSL. This will use (*params) to store the pointer to an instance of Diff, therefore (*params) will no longer be available.

template<typename Instance >

int Numerical::__ode_call_fun__	(	double	time,
		double const	y[],
		double	dydt[],
		void *	not_used_for_params
	)

Trick to pass pointers to member functions to GSL. This will use (*params) to store the pointer to an instance of ODESolver, therefore (*params) will no longer be available.

template<typename Instance >

double Numerical::__quadrature_call_fun__	(	double	x,
		void *	not_used_for_params
	)

Trick to pass pointers to member functions to GSL. This will use (*params) to store the pointer to an instance of Quadrature, therefore (*params) will no longer be available.