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

◆ FUNC

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.

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