/***************************************************************************** * Project: RooFit * * Package: RooFitCore * * File: $Id: RooMCIntegrator.h,v 1.15 2007/05/11 09:11:30 verkerke Exp $ * Authors: * * WV, Wouter Verkerke, UC Santa Barbara, verkerke@slac.stanford.edu * * DK, David Kirkby, UC Irvine, dkirkby@uci.edu * * * * Copyright (c) 2000-2005, Regents of the University of California * * and Stanford University. All rights reserved. * * * * Redistribution and use in source and binary forms, * * with or without modification, are permitted according to the terms * * listed in LICENSE (http://roofit.sourceforge.net/license.txt) * *****************************************************************************/ #ifndef ROO_MC_INTEGRATOR #define ROO_MC_INTEGRATOR #include "RooAbsIntegrator.h" #include "RooGrid.h" #include "RooNumIntConfig.h" #include "TStopwatch.h" class RooMCIntegrator : public RooAbsIntegrator { public: // Constructors, assignment etc enum SamplingMode { Importance, ImportanceOnly, Stratified }; enum GeneratorType { QuasiRandom, PseudoRandom }; RooMCIntegrator() ; RooMCIntegrator(const RooAbsFunc& function, SamplingMode mode= Importance, GeneratorType genType= QuasiRandom, Bool_t verbose= kFALSE); RooMCIntegrator(const RooAbsFunc& function, const RooNumIntConfig& config); virtual RooAbsIntegrator* clone(const RooAbsFunc& function, const RooNumIntConfig& config) const ; virtual ~RooMCIntegrator(); virtual Bool_t checkLimits() const; virtual Double_t integral(const Double_t* yvec=0); enum Stage { AllStages, ReuseGrid, RefineGrid }; Double_t vegas(Stage stage, UInt_t calls, UInt_t iterations, Double_t *absError= 0); Double_t getAlpha() const { return _alpha; } void setAlpha(Double_t alpha) { _alpha= alpha; } GeneratorType getGenType() const { return _genType; } void setGenType(GeneratorType type) { _genType= type; } const RooGrid &grid() const { return _grid; } virtual Bool_t canIntegrate1D() const { return kTRUE ; } virtual Bool_t canIntegrate2D() const { return kTRUE ; } virtual Bool_t canIntegrateND() const { return kTRUE ; } virtual Bool_t canIntegrateOpenEnded() const { return kFALSE ; } protected: friend class RooNumIntFactory ; static void registerIntegrator(RooNumIntFactory& fact) ; mutable RooGrid _grid; // Sampling grid definition // control variables Bool_t _verbose; // Verbosity control Double_t _alpha; // Grid stiffness parameter Int_t _mode; // Sampling mode GeneratorType _genType; // Generator type Int_t _nRefineIter ; // Number of refinement iterations Int_t _nRefinePerDim ; // Number of refinement samplings (per dim) Int_t _nIntegratePerDim ; // Number of integration samplings (per dim) TStopwatch _timer; // Timer Double_t _jac,_wtd_int_sum,_sum_wgts,_chi_sum,_chisq,_result,_sigma; // Scratch variables preserved between calls to vegas1/2/2 UInt_t _it_start,_it_num,_samples,_calls_per_box; // Scratch variables preserved between calls to vegas1/2/2 ClassDef(RooMCIntegrator,0) // VEGAS based multi-dimensional numerical integration engine }; #endif