FGSL
Fortran interface for the GNU scientific library
Data Types | Functions/Subroutines
api/montecarlo.finc File Reference

Data Types

interface  func

Functions/Subroutines

type(fgsl_monte_function) fgsl_monte_function_init (func, dim, params)
subroutine fgsl_monte_function_free (func)
type(fgsl_monte_plain_state) fgsl_monte_plain_alloc (dim)
integer(fgsl_int) fgsl_monte_plain_init (s)
integer(fgsl_int) fgsl_monte_plain_integrate (f, xl, xu, dim, calls, r, s, result, abserr)
subroutine fgsl_monte_plain_free (s)
type(fgsl_monte_miser_state) fgsl_monte_miser_alloc (dim)
integer(fgsl_int) fgsl_monte_miser_init (s)
integer(fgsl_int) fgsl_monte_miser_integrate (f, xl, xu, dim, calls, r, s, result, abserr)
subroutine fgsl_monte_miser_free (s)
type(fgsl_monte_vegas_state) fgsl_monte_vegas_alloc (dim)
integer(fgsl_int) fgsl_monte_vegas_init (s)
integer(fgsl_int) fgsl_monte_vegas_integrate (f, xl, xu, dim, calls, r, s, result, abserr)
subroutine fgsl_monte_vegas_free (s)
real(fgsl_double) fgsl_monte_vegas_chisq (s)
subroutine fgsl_monte_vegas_runval (s, result, sigma)
logical fgsl_monte_function_status (monte_function)
logical fgsl_monte_plain_status (monte_plain)
logical fgsl_monte_miser_status (monte_miser)
logical 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.
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.
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.
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.

Function Documentation

subroutine fgsl_monte_function_free ( type(fgsl_monte_function),intent(inout)  func)
type(fgsl_monte_function) fgsl_monte_function_init (   func,
integer(fgsl_size_t),intent(in)  dim,
type(c_ptr),intent(in)  params 
)
logical fgsl_monte_function_status ( type(fgsl_monte_function),intent(in)  monte_function)
type(fgsl_monte_miser_state) 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) fgsl_monte_miser_init ( type(fgsl_monte_miser_state),intent(in)  s)
integer(fgsl_int) 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 fgsl_monte_miser_status ( type(fgsl_monte_miser_state),intent(in)  monte_miser)
type(fgsl_monte_plain_state) 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) fgsl_monte_plain_init ( type(fgsl_monte_plain_state),intent(in)  s)
integer(fgsl_int) 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 fgsl_monte_plain_status ( type(fgsl_monte_plain_state),intent(in)  monte_plain)
type(fgsl_monte_vegas_state) fgsl_monte_vegas_alloc ( integer(fgsl_size_t)  dim)
real(fgsl_double) 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) fgsl_monte_vegas_init ( type(fgsl_monte_vegas_state),intent(in)  s)
integer(fgsl_int) 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 fgsl_monte_vegas_status ( type(fgsl_monte_vegas_state),intent(in)  monte_vegas)
 All Classes Namespaces Files Functions Variables