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/*
Vegas.c
Vegas Monte-Carlo integration
by Thomas Hahn
last modified 27 Sep 11 th
*/
#include "decl.h"
#define Print(s) puts(s); fflush(stdout)
/*********************************************************************/
#define VEGAS
#include "DoSample.c"
/*********************************************************************/
#include "common.c"
Extern void EXPORT(Vegas)(ccount ndim, ccount ncomp,
Integrand integrand, void *userdata,
creal epsrel, creal epsabs, cint flags, cint seed,
cnumber mineval, cnumber maxeval,
cnumber nstart, cnumber nincrease, cnumber nbatch,
cint gridno, cchar *statefile,
number *pneval, int *pfail,
real *integral, real *error, real *prob)
{
This t;
t.ndim = ndim;
t.ncomp = ncomp;
t.integrand = integrand;
t.userdata = userdata;
t.epsrel = epsrel;
t.epsabs = epsabs;
t.flags = flags;
t.seed = seed;
t.mineval = mineval;
t.maxeval = maxeval;
t.nstart = nstart;
t.nincrease = nincrease;
t.nbatch = nbatch;
t.gridno = gridno;
t.statefile = statefile;
t.neval = 0;
ForkCores(&t);
*pfail = Integrate(&t, integral, error, prob);
*pneval = t.neval;
WaitCores(&t);
}
/*********************************************************************/
Extern void EXPORT(vegas)(ccount *pndim, ccount *pncomp,
Integrand integrand, void *userdata,
creal *pepsrel, creal *pepsabs, cint *pflags, cint *pseed,
cnumber *pmineval, cnumber *pmaxeval,
cnumber *pnstart, cnumber *pnincrease,
cnumber *pnbatch, cint *pgridno, cchar *statefile,
number *pneval, int *pfail,
real *integral, real *error, real *prob, int statefilelen)
{
char *s = NULL;
This t;
t.ndim = *pndim;
t.ncomp = *pncomp;
t.integrand = integrand;
t.userdata = userdata;
t.epsrel = *pepsrel;
t.epsabs = *pepsabs;
t.flags = *pflags;
t.seed = *pseed;
t.mineval = *pmineval;
t.maxeval = *pmaxeval;
t.nstart = *pnstart;
t.nincrease = *pnincrease;
t.nbatch = *pnbatch;
t.gridno = *pgridno;
t.neval = 0;
if( statefile ) {
/* strip trailing spaces */
while( statefilelen > 0 && statefile[statefilelen - 1] == ' ' )
--statefilelen;
if( statefilelen > 0 && (s = malloc(statefilelen + 1)) ) {
memcpy(s, statefile, statefilelen);
s[statefilelen] = 0;
}
}
t.statefile = s;
ForkCores(&t);
*pfail = Integrate(&t, integral, error, prob);
*pneval = t.neval;
free(s);
WaitCores(&t);
}
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