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

MCIntegrator() [1/2]

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

explicit

References python.statsfileInfo::i.

MCIntegrator() [2/2]

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

explicit

Member Function Documentation

average()

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

References chess::dim, sgpp::base::DataVector::getSize(), and python.statsfileInfo::i.

Referenced by integrate().

integrate()

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

References average().

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

• combigrid/src/sgpp/combigrid/integration/MCIntegrator.hpp
• combigrid/src/sgpp/combigrid/integration/MCIntegrator.cpp