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sgpp::quadrature Namespace Reference

Classes

class  HaltonSampleGenerator
 
class  LatinHypercubeSampleGenerator
 The class NaiveSampleGenerator implements a simple MonteCarlo sample generator. More...
 
class  NaiveSampleGenerator
 The class NaiveSampleGenerator implements a simple MonteCarlo sample generator. More...
 
class  OperationQuadratureMCAdvanced
 Quadrature on any sparse grid (that has OperationMultipleEval implemented) using various Monte Carlo Methods (Advanced). More...
 
class  Random
 Wraps the random generator to use. More...
 
class  SampleGenerator
 Base class for all types of MonteCarlo sample generators used in SGPP. More...
 
class  StratifiedSampleGenerator
 The class StratifiedSampleGenerator subdivides every dimension in a given number of strata. More...
 

Typedefs

typedef double(* FUNC )(int, double *, void *)
 Typedef for general functions that can be passed to integration methods. More...
 

Enumerations

enum  SamplerTypes { SamplerTypes::Naive, SamplerTypes::Stratified, SamplerTypes::LatinHypercube, SamplerTypes::Halton }
 

Typedef Documentation

typedef double(* sgpp::quadrature::FUNC)(int, double *, void *)

Typedef for general functions that can be passed to integration methods.

Requires three parameters. First, the dimensionality, then dim-many coordinates, and then further client data for the function at hand.

Enumeration Type Documentation

Enumerator
Naive 
Stratified 
LatinHypercube 
Halton