SG++-Doxygen-Documentation
sgpp::combigrid::MCIntegrator Class Reference

Monte-Carlo-Quadrature for testing issues. More...

#include <MCIntegrator.hpp>

Public Member Functions

double average (std::vector< std::pair< double, double >> domain, size_t num_samples)
 
double integrate (std::vector< std::pair< double, double >> domain, size_t num_samples)
 
 MCIntegrator (std::function< double(base::DataVector const &)> func)
 
 MCIntegrator (std::function< base::DataVector(std::vector< base::DataVector > const &)> func)
 

Detailed Description

Monte-Carlo-Quadrature for testing issues.

Constructor & Destructor Documentation

sgpp::combigrid::MCIntegrator::MCIntegrator ( std::function< double(base::DataVector const &)>  func)
explicit
sgpp::combigrid::MCIntegrator::MCIntegrator ( std::function< base::DataVector(std::vector< base::DataVector > const &)>  func)
explicit

Member Function Documentation

double sgpp::combigrid::MCIntegrator::average ( std::vector< std::pair< double, double >>  domain,
size_t  num_samples 
)
double sgpp::combigrid::MCIntegrator::integrate ( std::vector< std::pair< double, double >>  domain,
size_t  num_samples 
)

References average().


The documentation for this class was generated from the following files: