monte_vegas.hpp

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/*
 * $Id: monte_vegas.hpp 236 2012-08-08 19:47:53Z jdl3 $
 * Copyright (C) 2010, 2011, 2012, 2020 John D Lamb
 *
 * This program is free software; you can redistribute it and/or modify
 * it under the terms of the GNU General Public License as published by
 * the Free Software Foundation; either version 2 of the License, or (at
 * your option) any later version.
 * 
 * This program is distributed in the hope that it will be useful, but
 * WITHOUT ANY WARRANTY; without even the implied warranty of
 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
 * General Public License for more details.
 * 
 * You should have received a copy of the GNU General Public License
 * along with this program; if not, write to the Free Software
 * Foundation, Inc., 675 Mass Ave, Cambridge, MA 02139, USA.
 */
 
#ifndef CCGSL_MONTE_VEGAS_HPP
#define CCGSL_MONTE_VEGAS_HPP
 
#include<gsl/gsl_monte_vegas.h>
#include"monte.hpp"
 
namespace gsl {
  namespace monte {
    namespace vegas {
      class state {
      public:
    state(){
      ccgsl_pointer = 0;
      count = 0; // initially nullptr will do
    }
    // Refines random access container
    // Refines assignable
    explicit state( size_t const dim ){
      ccgsl_pointer = gsl_monte_vegas_alloc( dim );
      // just plausibly we could allocate state but not count
      try { count = new size_t; } catch( std::bad_alloc& e ){
        // try to tidy up before rethrowing
        gsl_monte_vegas_free( ccgsl_pointer );
        throw e;
      }
      *count = 1; // initially there is just one reference to ccgsl_pointer
    }
    explicit state( gsl_monte_vegas_state* v ){
      ccgsl_pointer = v;
      // just plausibly we could fail to allocate count: no further action needed.
      count = new size_t;
      *count = 1; // initially there is just one reference to ccgsl_pointer
    }
    // copy constructor
    state( state const& v ){ ccgsl_pointer = v.ccgsl_pointer;
      count = v.count; if( count != 0 ) ++*count; }
    int init(){ return gsl_monte_vegas_init( ccgsl_pointer ); }
    // assignment operator
    state& operator=( state const& v ){
      // first, possibly delete anything pointed to by this
      if( count == 0 or --*count == 0 ){
        if( ccgsl_pointer != 0 ) gsl_monte_vegas_free( ccgsl_pointer );
        delete count;
      } // Then copy
      ccgsl_pointer = v.ccgsl_pointer; count = v.count; if( count != 0 ) ++*count; return *this;
    }
    // destructor
    ~state(){
      if( count == 0 or --*count == 0 ){
        // could have allocated null pointer
        if( ccgsl_pointer != 0 ) gsl_monte_vegas_free( ccgsl_pointer );
        delete count;
      }
    }
#ifdef __GXX_EXPERIMENTAL_CXX0X__
    state( state&& v ) : ccgsl_pointer( v.ccgsl_pointer ), count( nullptr ){
      std::swap( count, v.count );
      v.ccgsl_pointer = nullptr;
    }
    state& operator=( state&& v ){
      state( std::move( v ) ).swap( *this );
      return *this;
    }
#endif
    // Refines equality comparable
    // == operator
    bool operator==( state const& v ) const { return ccgsl_pointer == v.ccgsl_pointer; }
    // != operator
    bool operator!=( state const& v ) const { return not operator==( v ); }
    // Refines forward container
    // Refines less than comparable
    // operator<
    bool operator<( state const& v ) const { return ccgsl_pointer < v.ccgsl_pointer; }
    // operator>
    bool operator>( state const& v ) const { return ccgsl_pointer > v.ccgsl_pointer; }
    // operator<=
    bool operator<=( state const& v ) const { return ccgsl_pointer <= v.ccgsl_pointer; }
    // operator>=
    bool operator>=( state const& v ) const { return ccgsl_pointer >= v.ccgsl_pointer; }
    bool empty() const { return ccgsl_pointer == 0; }
    // swap() --- should work even if sizes don't match
    void swap( state& v ){
      std::swap( ccgsl_pointer, v.ccgsl_pointer );
      std::swap( count, v.count );
    }
      private:
    gsl_monte_vegas_state* ccgsl_pointer;
    size_t* count;
      public:
    // shared reference functions
    gsl_monte_vegas_state* get() const { return ccgsl_pointer; }
    bool unique() const { return count != 0 and *count == 1; }
    size_t use_count() const { return count == 0 ? 0 : *count; }
#ifdef __GXX_EXPERIMENTAL_CXX0X__
    explicit
#endif
    operator bool() const { return ccgsl_pointer != 0; }
    // Access params
    int get_stage() const { return ccgsl_pointer->stage; }
    size_t get_iterations() const { return ccgsl_pointer->iterations; }
    size_t get_mode() const { return ccgsl_pointer->mode; }
    double get_alpha() const { return ccgsl_pointer->alpha; }
    int get_verbose() const { return ccgsl_pointer->verbose; }
    FILE* get_ostream() const { return ccgsl_pointer->ostream; }
    void set_stage( int const stage ){ ccgsl_pointer->stage = stage; }
    void set_iterations( size_t const iterations ){ ccgsl_pointer->iterations = iterations; }
    void set_mode( int const mode ){ ccgsl_pointer->mode = mode; }
    void set_alpha( double const alpha ){ ccgsl_pointer->alpha = alpha; }
    void set_verbose( int const verbose ){ ccgsl_pointer->verbose = verbose; }
    void set_ostream( FILE* ostream ){ ccgsl_pointer->ostream = ostream; }
    // Other functions
    double chisq() const { return gsl_monte_vegas_chisq( ccgsl_pointer ); }
    void runval( double* result, double* sigma ){
      gsl_monte_vegas_runval( ccgsl_pointer, result, sigma ); }
    void runval( double& result, double& sigma ){
      gsl_monte_vegas_runval( ccgsl_pointer, &result, &sigma ); }
      };
      inline int init( gsl::monte::vegas::state& state ){ return gsl_monte_vegas_init( state.get() ); }
#ifndef DOXYGEN_SKIP
      inline int integrate( gsl::monte::function* f, double xl[],
                double xu[], size_t const dim, size_t const calls,
                gsl::rng& r, state& state, double* result, double* abserr ){
    return gsl_monte_vegas_integrate( f, xl, xu, dim, calls, r.get(), state.get(),
                      result, abserr ); } 
      template<typename L, typename U>
      inline int integrate( gsl::monte::function* f, L& xl,
                U& xu, size_t const calls,
                gsl::rng& r, state& state, double* result, double* abserr ){
    size_t const dim = xl.size();
    if( dim != xu.size() )
      GSL_ERROR( "Mismatch in array lengths", GSL_EBADLEN );
    if( dim != state.get()->dim )
      GSL_ERROR( "Array lengths must match dimension of state", GSL_EBADLEN );
        return gsl_monte_vegas_integrate( f, xl.data(), xu.data(), dim, calls,
                          r.get(), state.get(), result, abserr ); } 
#endif
      template<typename L, typename U>
      inline int integrate( gsl::monte::function& f, L& xl,
                U& xu, size_t const calls,
                gsl::rng& r, state& state, double& result, double& abserr ){
    size_t const dim = xl.size();
    if( dim != xu.size() )
      GSL_ERROR( "Mismatch in array lengths", GSL_EBADLEN );
    if( dim != state.get()->dim )
      GSL_ERROR( "Array lengths must match dimension of state", GSL_EBADLEN );
        return gsl_monte_vegas_integrate( &f, xl.data(), xu.data(), dim, calls,
                          r.get(), state.get(), &result, &abserr ); } 
    }
  }
}
#endif