FGSL: api/montecarlo.finc File Reference

FGSL Fortran interface for the GNU scientific library

Functions/Subroutines
montecarlo.finc File Reference

## 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

## ◆ fgsl_monte_function_free()

subroutine fgsl_monte_function_free | ( | type(fgsl_monte_function), intent(inout) | func | ) |

## ◆ fgsl_monte_function_init()

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

## ◆ fgsl_monte_function_status()

logical function fgsl_monte_function_status | ( | type(fgsl_monte_function), intent(in) | monte_function | ) |

## ◆ fgsl_monte_miser_alloc()

type(fgsl_monte_miser_state) function fgsl_monte_miser_alloc | ( | integer(fgsl_size_t), value | dim | ) |

## ◆ fgsl_monte_miser_free()

subroutine fgsl_monte_miser_free | ( | type(fgsl_monte_miser_state), intent(inout) | s | ) |

## ◆ fgsl_monte_miser_getparams()

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.

## ◆ fgsl_monte_miser_init()

integer(fgsl_int) function fgsl_monte_miser_init | ( | type(fgsl_monte_miser_state), intent(in) | s | ) |

## ◆ fgsl_monte_miser_integrate()

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
| ) |  |

## ◆ fgsl_monte_miser_setparams()

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.

## ◆ fgsl_monte_miser_status()

logical function fgsl_monte_miser_status | ( | type(fgsl_monte_miser_state), intent(in) | monte_miser | ) |

## ◆ fgsl_monte_plain_alloc()

type(fgsl_monte_plain_state) function fgsl_monte_plain_alloc | ( | integer(fgsl_size_t), intent(in) | dim | ) |

## ◆ fgsl_monte_plain_free()

subroutine fgsl_monte_plain_free | ( | type(fgsl_monte_plain_state), intent(inout) | s | ) |

## ◆ fgsl_monte_plain_init()

integer(fgsl_int) function fgsl_monte_plain_init | ( | type(fgsl_monte_plain_state), intent(in) | s | ) |

## ◆ fgsl_monte_plain_integrate()

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
| ) |  |

## ◆ fgsl_monte_plain_status()

logical function fgsl_monte_plain_status | ( | type(fgsl_monte_plain_state), intent(in) | monte_plain | ) |

## ◆ fgsl_monte_vegas_alloc()

type(fgsl_monte_vegas_state) function fgsl_monte_vegas_alloc | ( | integer(fgsl_size_t), value | dim | ) |

## ◆ fgsl_monte_vegas_chisq()

real(fgsl_double) function fgsl_monte_vegas_chisq | ( | type(fgsl_monte_vegas_state), intent(in) | s | ) |

## ◆ fgsl_monte_vegas_free()

subroutine fgsl_monte_vegas_free | ( | type(fgsl_monte_vegas_state), intent(inout) | s | ) |

## ◆ fgsl_monte_vegas_getparams()

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.

## ◆ fgsl_monte_vegas_init()

integer(fgsl_int) function fgsl_monte_vegas_init | ( | type(fgsl_monte_vegas_state), intent(in) | s | ) |

## ◆ fgsl_monte_vegas_integrate()

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
| ) |  |

## ◆ fgsl_monte_vegas_runval()

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
| ) |  |

## ◆ fgsl_monte_vegas_setparams()

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.

## ◆ fgsl_monte_vegas_status()

logical function fgsl_monte_vegas_status | ( | type(fgsl_monte_vegas_state), intent(in) | monte_vegas | ) |