limes::methods::monte_carlo< T > Struct Template Reference

Monte Carlo integration using random sampling. Error decreases as O(1/sqrt(n)). More...

#include <methods.hpp>

Public Types
using	value_type = T

Public Member Functions
constexpr	monte_carlo (std::size_t n, std::optional< std::size_t > s=std::nullopt) noexcept
algorithms::integration_result< T >	operator() (std::function< T(T)> const &f, T a, T b) const
constexpr monte_carlo	with_seed (std::size_t s) const noexcept
constexpr monte_carlo	with_samples (std::size_t n) const noexcept

Public Attributes
std::size_t	samples
std::optional< std::size_t >	seed

Detailed Description

template<typename T = double>
struct limes::methods::monte_carlo< T >

Monte Carlo integration using random sampling. Error decreases as O(1/sqrt(n)).

Definition at line 107 of file methods.hpp.

Member Typedef Documentation

value_type

template<typename T = double>

using limes::methods::monte_carlo< T >::value_type = T

Definition at line 108 of file methods.hpp.

Constructor & Destructor Documentation

monte_carlo()

template<typename T = double>

constexpr limes::methods::monte_carlo< T >::monte_carlo ( std::size_t  n, std::optional< std::size_t >  s = std::nullopt  )

inlineconstexprnoexcept

Definition at line 113 of file methods.hpp.

Member Function Documentation

operator()()

template<typename T = double>

algorithms::integration_result< T > limes::methods::monte_carlo< T >::operator() ( std::function< T(T)> const &  f, T  a, T  b  ) const

inline

Definition at line 117 of file methods.hpp.

References limes::methods::monte_carlo< T >::samples, limes::methods::monte_carlo< T >::seed, and limes::algorithms::integration_result< T >::variance_.

with_samples()

template<typename T = double>

constexpr monte_carlo limes::methods::monte_carlo< T >::with_samples ( std::size_t  n ) const

inlineconstexprnoexcept

Definition at line 152 of file methods.hpp.

References limes::methods::monte_carlo< T >::seed.

with_seed()

template<typename T = double>

constexpr monte_carlo limes::methods::monte_carlo< T >::with_seed ( std::size_t  s ) const

inlineconstexprnoexcept

Definition at line 148 of file methods.hpp.

References limes::methods::monte_carlo< T >::samples.

Member Data Documentation

samples

template<typename T = double>

std::size_t limes::methods::monte_carlo< T >::samples

Definition at line 110 of file methods.hpp.

Referenced by limes::expr::BoxIntegral< E, Dims >::eval(), limes::expr::ConstrainedBoxIntegral< E, Dims, Constraint >::eval(), limes::methods::monte_carlo< T >::operator()(), and limes::methods::monte_carlo< T >::with_seed().

seed

template<typename T = double>

std::optional<std::size_t> limes::methods::monte_carlo< T >::seed

Definition at line 111 of file methods.hpp.

Referenced by limes::expr::BoxIntegral< E, Dims >::eval(), limes::expr::ConstrainedBoxIntegral< E, Dims, Constraint >::eval(), limes::methods::monte_carlo< T >::operator()(), and limes::methods::monte_carlo< T >::with_samples().

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The documentation for this struct was generated from the following file:

• include/limes/methods/methods.hpp